+8,499.7%
SPXL vs ZBRA
+1,586.2%
+6,913.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.5% |
| 7D | -1.3% | -1.8% | +0.5% | +0.3% |
| 30D | -5.0% | -8.8% | +3.8% | +2.8% |
| 3M | +7.6% | +47.2% | -39.7% | -28.7% |
| 6M | +33.6% | +61.3% | -27.7% | -20.3% |
| YTD | +28.1% | +42.0% | -13.9% | -16.5% |
| 1Y | +43.6% | +10.5% | +33.2% | +16.0% |
| 3Y | +225.8% | +34.5% | +191.3% | +106.1% |
| 5Y | +140.1% | -40.3% | +180.3% | +232.1% |
| 10Y | +1,248.4% | +421.5% | +826.9% | +132.8% |
| All | +8,499.7% | +1,586.2% | +6,913.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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