-59.0%
ZTS vs SPXL
+220.2%
-279.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -3.8% | -1.3% | -2.5% | -3.5% |
| 30D | -2.0% | -5.0% | +3.0% | -1.0% |
| 3M | -10.2% | +7.6% | -17.8% | -12.1% |
| 6M | -39.4% | +33.6% | -73.0% | -43.8% |
| YTD | -40.8% | +28.1% | -68.9% | -44.7% |
| 1Y | -50.1% | +43.6% | -93.8% | -54.7% |
| All | -59.0% | +220.2% | -279.1% | -73.1% |
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