+140.2%
SPXL vs STZ
-36.5%
+176.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +2.0% |
| 7D | +1.5% | -7.4% | +8.8% | +6.5% |
| 30D | -3.7% | -10.9% | +7.2% | +3.3% |
| 3M | +8.1% | -13.4% | +21.5% | +17.2% |
| 6M | +39.0% | -16.2% | +55.2% | +51.7% |
| YTD | +29.9% | -10.4% | +40.4% | +30.5% |
| 1Y | +46.6% | -14.8% | +61.4% | +52.3% |
| 3Y | +230.5% | -50.1% | +280.7% | +446.6% |
| 5Y | +140.2% | -38.8% | +179.0% | +207.9% |
| All | +140.2% | -36.5% | +176.7% | +207.9% |
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 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