+390.7%
ZS vs SPXL
+543.2%
-152.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.9% |
| 7D | -9.2% | +1.5% | -10.7% | -9.7% |
| 30D | -4.0% | -3.7% | -0.3% | -2.3% |
| 3M | +25.3% | +8.1% | +17.2% | +20.7% |
| 6M | -1.3% | +39.0% | -40.3% | -15.6% |
| YTD | -28.0% | +29.9% | -57.9% | -36.7% |
| 1Y | -42.5% | +46.6% | -89.1% | -52.2% |
| 3Y | +0.7% | +230.5% | -229.8% | -43.0% |
| 5Y | -42.3% | +140.2% | -182.5% | -64.4% |
| All | +390.7% | +543.2% | -152.5% | +95.2% |
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