+1,167.8%
SPXL vs Z
+7.8%
+1,160.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.8% |
| 7D | +7.4% | +0.8% | +6.6% | +7.0% |
| 30D | -7.8% | +5.2% | -13.0% | -10.7% |
| 3M | -11.9% | -17.0% | +5.1% | -5.9% |
| 6M | -1.7% | -22.7% | +20.9% | +6.9% |
| YTD | +20.8% | -56.3% | +77.1% | +67.2% |
| 1Y | +25.0% | -57.7% | +82.6% | +74.8% |
| 3Y | +226.1% | -16.5% | +242.7% | +217.7% |
| 5Y | +101.1% | -53.4% | +154.5% | +142.4% |
| 10Y | +1,112.6% | -15.9% | +1,128.5% | +821.1% |
| All | +1,167.8% | +7.8% | +1,160.0% | +726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling