+63.4%
ZM vs SPXL
+506.4%
-442.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +0.7% | -0.9% | +1.6% | +0.9% |
| 3M | -3.7% | +2.0% | -5.7% | -4.4% |
| 6M | +29.9% | +33.5% | -3.6% | +20.3% |
| YTD | +17.4% | +32.2% | -14.7% | +9.0% |
| 1Y | +22.4% | +48.9% | -26.5% | +10.2% |
| 3Y | +41.3% | +222.9% | -181.6% | +3.1% |
| 5Y | -66.0% | +140.7% | -206.7% | -75.4% |
| All | +63.4% | +506.4% | -442.9% | +21.8% |
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