+1,110.7%
SPXL vs STZ
+13.4%
+1,097.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | +7.4% | +2.6% | +4.9% | +5.1% |
| 30D | -7.8% | +15.2% | -23.0% | -19.8% |
| 3M | -11.9% | +7.6% | -19.6% | -19.6% |
| 6M | -1.7% | +5.3% | -7.0% | -10.3% |
| YTD | +20.8% | +8.6% | +12.2% | +1.7% |
| 1Y | +25.0% | +15.6% | +9.4% | -1.9% |
| 3Y | +226.1% | -35.2% | +261.3% | +333.6% |
| 5Y | +101.1% | -29.1% | +130.2% | +150.3% |
| All | +1,110.7% | +13.4% | +1,097.3% | +1,040.9% |
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