+252.6%
ZETA vs SPXL
+195.6%
+57.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +15.8% | -0.9% | +16.7% | +16.6% |
| 3M | +35.4% | +2.0% | +33.4% | +32.6% |
| 6M | +67.1% | +33.5% | +33.6% | +37.3% |
| YTD | +54.1% | +32.2% | +21.9% | +28.3% |
| 1Y | +67.8% | +48.9% | +18.9% | +30.6% |
| 3Y | +311.4% | +222.9% | +88.6% | +96.1% |
| 5Y | +324.8% | +140.7% | +184.1% | +119.1% |
| All | +252.6% | +195.6% | +57.0% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling