+349.3%
ZETA vs SPXL
+137.2%
+212.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.9% |
| 30D | +10.5% | -5.0% | +15.5% | +14.2% |
| 3M | +44.3% | +7.6% | +36.7% | +36.6% |
| 6M | +59.4% | +33.6% | +25.8% | +30.7% |
| YTD | +49.5% | +28.1% | +21.4% | +26.6% |
| 1Y | +62.7% | +43.6% | +19.0% | +28.9% |
| 3Y | +274.6% | +225.8% | +48.8% | +75.0% |
| 5Y | +349.3% | +140.1% | +209.3% | +142.3% |
| All | +349.3% | +137.2% | +212.1% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling