+140.1%
SPXL vs Z
-65.8%
+205.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -1.3% | -7.1% | +5.8% | +2.0% |
| 30D | -5.0% | -4.8% | -0.2% | -3.4% |
| 3M | +7.6% | -9.3% | +16.9% | +10.7% |
| 6M | +33.6% | -29.0% | +62.6% | +53.3% |
| YTD | +28.1% | -52.9% | +81.0% | +76.6% |
| 1Y | +43.6% | -63.1% | +106.8% | +121.0% |
| 3Y | +225.8% | -36.9% | +262.7% | +266.5% |
| 5Y | +140.1% | -65.5% | +205.6% | +152.5% |
| All | +140.1% | -65.8% | +205.8% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling