+87.8%
ZTS vs SPXL
+1,102.8%
-1,015.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.4% |
| 7D | +5.6% | +7.4% | -1.9% | +3.3% |
| 30D | +12.1% | -7.8% | +19.9% | +14.5% |
| 3M | +11.3% | -11.9% | +23.2% | +15.0% |
| 6M | +14.3% | -1.7% | +16.0% | +13.3% |
| YTD | -31.9% | +20.8% | -52.7% | -37.0% |
| 1Y | -29.3% | +25.0% | -54.3% | -35.3% |
| 3Y | -48.0% | +226.1% | -274.2% | -66.9% |
| 5Y | -58.9% | +101.1% | -160.0% | -71.7% |
| All | +87.8% | +1,102.8% | -1,015.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling