+174.6%
ZTS vs SPXL
+3,622.5%
-3,447.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | +1.9% | -0.9% | +2.8% | +2.1% |
| 3M | -4.0% | +2.0% | -6.0% | -5.4% |
| 6M | -39.1% | +33.5% | -72.7% | -45.0% |
| YTD | -38.8% | +32.2% | -71.0% | -44.7% |
| 1Y | -49.6% | +48.9% | -98.5% | -56.2% |
| 3Y | -59.0% | +222.9% | -281.8% | -73.6% |
| 5Y | -61.8% | +140.7% | -202.5% | -75.0% |
| 10Y | +61.4% | +1,192.7% | -1,131.2% | -48.1% |
| All | +174.6% | +3,622.5% | -3,447.8% | -35.6% |
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