+1,286.8%
SPXL vs Z
+25.1%
+1,261.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.4% |
| 30D | -0.9% | -4.2% | +3.3% | +0.4% |
| 3M | +2.0% | -3.7% | +5.7% | +2.2% |
| 6M | +33.5% | -24.5% | +58.0% | +48.3% |
| YTD | +32.2% | -49.3% | +81.4% | +73.6% |
| 1Y | +48.9% | -58.7% | +107.6% | +112.2% |
| 3Y | +222.9% | -34.1% | +257.0% | +255.8% |
| 5Y | +140.7% | -64.5% | +205.3% | +217.3% |
| 10Y | +1,192.7% | -0.5% | +1,193.1% | +824.1% |
| All | +1,286.8% | +25.1% | +1,261.7% | +758.9% |
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