+1,199.1%
SPXL vs SCHG
+459.0%
+740.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -0.1% |
| 30D | -4.2% | -1.3% | -3.0% | -1.2% |
| 3M | +8.1% | +5.4% | +2.7% | -4.0% |
| 6M | +35.6% | +14.4% | +21.2% | +0.7% |
| YTD | +28.8% | +8.0% | +20.8% | +10.1% |
| 1Y | +39.8% | +12.7% | +27.1% | +8.9% |
| 3Y | +221.4% | +85.6% | +135.8% | -16.0% |
| 5Y | +146.9% | +85.5% | +61.4% | -24.5% |
| All | +1,199.1% | +459.0% | +740.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling