-100.0%
SQQQ vs SCHW
+301.0%
-401.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -1.9% | +3.7% | +0.1% |
| 30D | +4.2% | -1.6% | +5.8% | +2.6% |
| 3M | -3.3% | +21.3% | -24.5% | +14.3% |
| 6M | -43.6% | +16.5% | -60.1% | -35.6% |
| YTD | -41.9% | +8.4% | -50.3% | -37.3% |
| 1Y | -50.6% | +15.6% | -66.3% | -43.0% |
| 3Y | -89.3% | +86.8% | -176.1% | -77.7% |
| 5Y | -94.8% | +60.5% | -155.3% | -88.0% |
| All | -100.0% | +301.0% | -401.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling