+6,703.0%
SPXL vs SCHG
+1,121.7%
+5,581.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.8% |
| 7D | -6.0% | -2.7% | -3.3% | +0.7% |
| 30D | -5.8% | -2.2% | -3.6% | -0.3% |
| 3M | +10.9% | +6.2% | +4.7% | -3.8% |
| 6M | +31.9% | +13.4% | +18.5% | -1.6% |
| YTD | +25.8% | +7.1% | +18.6% | +8.5% |
| 1Y | +39.8% | +12.5% | +27.2% | +7.4% |
| 3Y | +219.9% | +86.2% | +133.7% | -24.3% |
| 5Y | +141.1% | +83.9% | +57.1% | -32.4% |
| 10Y | +1,223.7% | +451.3% | +772.4% | -72.2% |
| All | +6,703.0% | +1,121.7% | +5,581.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling