+213.8%
SPXL vs STZ
-49.0%
+262.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -6.0% | -4.1% | -1.9% | -4.7% |
| 30D | -5.8% | -7.6% | +1.8% | -3.5% |
| 3M | +10.9% | -12.3% | +23.1% | +15.2% |
| 6M | +31.9% | -16.3% | +48.2% | +38.6% |
| YTD | +25.8% | -8.4% | +34.1% | +24.4% |
| 1Y | +39.8% | -10.8% | +50.6% | +39.8% |
| All | +213.8% | -49.0% | +262.8% | +288.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling