+396.2%
SPXL vs ZCMD
-100.0%
+496.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.5% | +2.6% |
| 7D | -2.5% | -5.4% | +2.9% | -2.4% |
| 30D | -4.2% | -24.8% | +20.6% | -3.7% |
| 3M | +8.1% | -62.8% | +70.9% | +6.1% |
| 6M | +35.6% | -99.5% | +135.1% | +46.5% |
| YTD | +28.8% | -99.8% | +128.6% | +42.1% |
| 1Y | +39.8% | -99.9% | +139.7% | +58.5% |
| 3Y | +221.4% | -100.0% | +321.4% | +302.3% |
| 5Y | +146.9% | -100.0% | +246.9% | +210.7% |
| All | +396.2% | -100.0% | +496.2% | +739.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling