+504.9%
ABBV vs SPXL
+1,271.9%
-767.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | +3.4% | -4.2% | +7.6% | +4.2% |
| 3M | +15.2% | +8.1% | +7.1% | +12.8% |
| 6M | +14.7% | +35.6% | -20.9% | +6.6% |
| YTD | +15.2% | +28.8% | -13.6% | +7.8% |
| 1Y | +20.4% | +39.8% | -19.4% | +10.3% |
| 3Y | +91.3% | +221.4% | -130.0% | +39.8% |
| 5Y | +189.6% | +146.9% | +42.6% | +108.6% |
| All | +504.9% | +1,271.9% | -767.0% | +109.8% |
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