+8,623.5%
SPXL vs ZBH
+139.4%
+8,484.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.3% | +2.8% |
| 7D | +1.5% | -5.2% | +6.7% | +7.7% |
| 30D | -3.7% | -2.4% | -1.3% | -1.4% |
| 3M | +8.1% | +8.3% | -0.1% | -4.6% |
| 6M | +39.0% | +0.7% | +38.4% | +30.2% |
| YTD | +29.9% | +5.3% | +24.6% | +13.9% |
| 1Y | +46.6% | -9.1% | +55.7% | +46.6% |
| 3Y | +230.5% | -19.7% | +250.2% | +255.3% |
| 5Y | +140.2% | -31.3% | +171.4% | +222.4% |
| 10Y | +1,168.8% | -18.9% | +1,187.7% | +1,261.5% |
| All | +8,623.5% | +139.4% | +8,484.1% | +1,843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling