+8,342.0%
SPXL vs AZO
+2,346.1%
+5,995.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.8% |
| 7D | -6.0% | -2.9% | -3.1% | -3.2% |
| 30D | -5.8% | -5.3% | -0.5% | -0.8% |
| 3M | +10.9% | -7.3% | +18.2% | +16.5% |
| 6M | +31.9% | -22.7% | +54.6% | +63.9% |
| YTD | +25.8% | -15.0% | +40.8% | +39.5% |
| 1Y | +39.8% | -32.2% | +72.0% | +92.2% |
| 3Y | +219.9% | +10.0% | +209.8% | +146.2% |
| 5Y | +141.1% | +85.8% | +55.2% | +2.1% |
| 10Y | +1,223.7% | +298.9% | +924.8% | +140.7% |
| All | +8,342.0% | +2,346.1% | +5,995.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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