+55.5%
ZTS vs SPXL
+1,239.4%
-1,183.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -4.5% | -6.0% | +1.5% | -2.7% |
| 30D | -3.3% | -5.8% | +2.5% | -1.6% |
| 3M | -9.7% | +10.9% | -20.6% | -13.1% |
| 6M | -38.8% | +31.9% | -70.8% | -44.5% |
| YTD | -41.2% | +25.8% | -66.9% | -46.0% |
| 1Y | -50.3% | +39.8% | -90.1% | -56.0% |
| 3Y | -59.1% | +219.9% | -279.0% | -73.7% |
| 5Y | -62.8% | +141.1% | -203.9% | -75.7% |
| All | +55.5% | +1,239.4% | -1,183.9% | -49.2% |
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 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