+1,125.7%
SPXL vs STZ
+12.6%
+1,113.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.3% |
| 7D | +9.6% | 0.0% | +9.5% | +9.5% |
| 30D | -9.8% | +14.7% | -24.5% | -21.2% |
| 3M | -9.1% | +8.8% | -17.9% | -17.8% |
| 6M | +1.1% | +3.1% | -1.9% | -5.9% |
| YTD | +22.3% | +7.9% | +14.4% | +3.6% |
| 1Y | +20.3% | +14.2% | +6.1% | -4.5% |
| 3Y | +229.0% | -35.2% | +264.2% | +336.9% |
| 5Y | +103.6% | -29.6% | +133.2% | +155.0% |
| All | +1,125.7% | +12.6% | +1,113.1% | +1,062.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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