+39.8%
SPXL vs ZCMD
-99.9%
+139.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.5% | +2.5% |
| 7D | -2.5% | -5.4% | +2.9% | -2.5% |
| 30D | -4.2% | -24.8% | +20.6% | -3.9% |
| 3M | +8.1% | -62.8% | +70.9% | +6.8% |
| 6M | +35.6% | -99.5% | +135.1% | +42.5% |
| YTD | +28.8% | -99.8% | +128.6% | +39.0% |
| 1Y | +39.8% | -99.9% | +139.7% | +56.2% |
| All | +39.8% | -99.9% | +139.7% | +56.2% |
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