+55.5%
ZM vs SPXL
+496.2%
-440.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.2% | -4.4% |
| 7D | +1.6% | +1.5% | +0.2% | +1.3% |
| 30D | -7.7% | -3.7% | -4.0% | -6.8% |
| 3M | -4.7% | +8.1% | -12.8% | -6.6% |
| 6M | +24.4% | +39.0% | -14.6% | +14.2% |
| YTD | +11.8% | +29.9% | -18.2% | +4.2% |
| 1Y | +13.4% | +46.6% | -33.3% | +2.4% |
| 3Y | +33.8% | +230.5% | -196.7% | -2.7% |
| 5Y | -67.2% | +140.2% | -207.3% | -76.1% |
| All | +55.5% | +496.2% | -440.7% | +16.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling