+230.2%
SPXL vs Z
-20.9%
+251.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.1% |
| 7D | +9.6% | -4.9% | +14.5% | +11.7% |
| 30D | -9.8% | +3.0% | -12.7% | -11.3% |
| 3M | -9.1% | -13.4% | +4.4% | -5.1% |
| 6M | +1.1% | -27.3% | +28.5% | +12.6% |
| YTD | +22.3% | -57.8% | +80.1% | +70.0% |
| 1Y | +20.3% | -60.0% | +80.3% | +70.8% |
| All | +230.2% | -20.9% | +251.0% | +263.6% |
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