+110.4%
SPXL vs STZ
-28.3%
+138.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.8% | +4.4% |
| 7D | -3.8% | -0.9% | -2.8% | -3.2% |
| 30D | -8.8% | +14.9% | -23.7% | -16.7% |
| 3M | -7.4% | +8.4% | -15.8% | -12.9% |
| 6M | +1.8% | +2.8% | -1.0% | -2.2% |
| YTD | +23.6% | +7.5% | +16.1% | +9.9% |
| 1Y | +21.7% | +12.5% | +9.2% | +3.5% |
| 3Y | +232.4% | -35.4% | +267.8% | +336.2% |
| 5Y | +110.4% | -29.3% | +139.7% | +143.0% |
| All | +110.4% | -28.3% | +138.7% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling