+145.2%
SPXL vs SCHG
+84.3%
+60.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +0.6% |
| 7D | -2.5% | -1.0% | -1.5% | -0.3% |
| 30D | -4.2% | -1.3% | -3.0% | -1.4% |
| 3M | +8.1% | +5.4% | +2.7% | -2.9% |
| 6M | +35.6% | +14.4% | +21.2% | +3.6% |
| YTD | +28.8% | +8.0% | +20.8% | +12.0% |
| 1Y | +39.8% | +12.7% | +27.1% | +11.9% |
| 3Y | +221.4% | +85.6% | +135.8% | -1.4% |
| All | +145.2% | +84.3% | +60.9% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling