-100.0%
SOXS vs SCHW
+86.6%
-186.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -1.9% | -2.9% | -6.5% |
| 30D | +7.7% | -1.6% | +9.4% | +5.4% |
| 3M | -10.2% | +21.3% | -31.4% | +5.9% |
| 6M | -99.2% | +16.5% | -115.7% | -99.3% |
| YTD | -99.5% | +8.4% | -107.9% | -99.6% |
| 1Y | -99.8% | +15.6% | -115.4% | -99.8% |
| 3Y | -100.0% | +86.8% | -186.8% | -100.0% |
| All | -100.0% | +86.6% | -186.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling