-100.0%
SOXS vs SCHW
+596.8%
-696.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +9.1% |
| 7D | -9.4% | -2.8% | -6.7% | -13.1% |
| 30D | +6.2% | -0.1% | +6.2% | +5.1% |
| 3M | -28.0% | +20.6% | -48.6% | -12.2% |
| 6M | -99.2% | +15.9% | -115.1% | -99.3% |
| YTD | -99.5% | +8.5% | -108.0% | -99.6% |
| 1Y | -99.7% | +17.8% | -117.6% | -99.8% |
| 3Y | -100.0% | +88.5% | -188.5% | -100.0% |
| 5Y | -100.0% | +60.6% | -160.6% | -100.0% |
| 10Y | -100.0% | +298.0% | -398.0% | -100.0% |
| All | -100.0% | +596.8% | -696.8% | -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 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