+30.3%
SPXL vs ZCMD
-99.9%
+130.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.9% | +4.9% |
| 7D | -2.5% | -13.3% | +10.8% | -2.3% |
| 30D | -4.3% | -49.6% | +45.3% | -3.3% |
| 3M | -4.2% | -54.6% | +50.4% | -3.2% |
| 6M | +15.0% | -99.8% | +114.8% | +23.7% |
| YTD | +28.4% | -99.9% | +128.3% | +39.5% |
| 1Y | +30.3% | -99.9% | +130.2% | +45.3% |
| All | +30.3% | -99.9% | +130.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling