+1,199.1%
SPXL vs ZBH
-16.2%
+1,215.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | -2.5% | -4.7% | +2.1% | +1.8% |
| 30D | -4.2% | -4.5% | +0.3% | -0.3% |
| 3M | +8.1% | +7.6% | +0.5% | -1.6% |
| 6M | +35.6% | +0.3% | +35.3% | +29.7% |
| YTD | +28.8% | +4.5% | +24.3% | +17.0% |
| 1Y | +39.8% | -9.4% | +49.2% | +41.8% |
| 3Y | +221.4% | -21.5% | +242.9% | +259.0% |
| 5Y | +146.9% | -28.4% | +175.3% | +213.3% |
| All | +1,199.1% | -16.2% | +1,215.3% | +1,333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling