+219.6%
SPXL vs Z
-37.2%
+256.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -1.3% | -7.1% | +5.8% | +1.6% |
| 30D | -5.0% | -4.8% | -0.2% | -3.6% |
| 3M | +7.6% | -9.3% | +16.9% | +10.6% |
| 6M | +33.6% | -29.0% | +62.6% | +51.5% |
| YTD | +28.1% | -52.9% | +81.0% | +72.0% |
| 1Y | +43.6% | -63.1% | +106.8% | +113.9% |
| All | +219.6% | -37.2% | +256.8% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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