+348.6%
ZETA vs SPXL
+228.0%
+120.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.8% |
| 7D | +18.1% | +7.4% | +10.7% | +12.5% |
| 30D | +13.6% | -7.8% | +21.4% | +19.6% |
| 3M | +23.7% | -11.9% | +35.7% | +34.1% |
| 6M | +128.5% | -1.7% | +130.2% | +127.5% |
| YTD | +80.1% | +20.8% | +59.3% | +54.9% |
| 1Y | +98.0% | +25.0% | +73.0% | +66.5% |
| 3Y | +348.6% | +226.1% | +122.5% | +82.3% |
| All | +348.6% | +228.0% | +120.6% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 3y: compounded portfolio wealth divided by compounded SPXL 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…
3y analysis · Full analysis span regression · 6 months rolling