+1,199.1%
SPXL vs STZ
-11.3%
+1,210.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.4% |
| 7D | -2.5% | -4.5% | +1.9% | +1.3% |
| 30D | -4.2% | -8.6% | +4.4% | +3.0% |
| 3M | +8.1% | -13.8% | +21.9% | +21.1% |
| 6M | +35.6% | -17.2% | +52.8% | +54.2% |
| YTD | +28.8% | -9.4% | +38.2% | +29.9% |
| 1Y | +39.8% | -11.9% | +51.7% | +43.2% |
| 3Y | +221.4% | -49.6% | +271.0% | +452.6% |
| 5Y | +146.9% | -37.2% | +184.1% | +244.3% |
| All | +1,199.1% | -11.3% | +1,210.4% | +1,378.3% |
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