+19,165.6%
SOXL vs SCHW
+596.8%
+18,568.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.8% | -9.0% |
| 7D | +8.5% | -2.8% | +11.2% | +12.0% |
| 30D | -13.0% | -0.1% | -12.9% | -14.2% |
| 3M | -35.9% | +20.6% | -56.5% | -53.8% |
| 6M | +112.1% | +15.9% | +96.1% | +53.9% |
| YTD | +175.4% | +8.5% | +166.9% | +116.8% |
| 1Y | +304.9% | +17.8% | +287.0% | +186.9% |
| 3Y | +448.6% | +88.5% | +360.0% | +114.9% |
| 5Y | +156.1% | +60.6% | +95.5% | +23.8% |
| 10Y | +4,957.3% | +298.0% | +4,659.3% | +605.3% |
| All | +19,165.6% | +596.8% | +18,568.8% | +1,293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling