+33.0%
ZM vs SPXL
+214.3%
-181.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -2.7% | -6.0% | +3.3% | -0.9% |
| 30D | -10.0% | -5.8% | -4.2% | -8.3% |
| 3M | +1.6% | +10.9% | -9.3% | -1.8% |
| 6M | +25.0% | +31.9% | -6.9% | +13.9% |
| YTD | +10.6% | +25.8% | -15.1% | +2.2% |
| 1Y | +14.0% | +39.8% | -25.8% | +1.6% |
| All | +33.0% | +214.3% | -181.3% | -17.5% |
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 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