+187.2%
ABBV vs SPXL
+132.3%
+54.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.8% |
| 7D | -2.0% | -6.0% | +4.0% | -1.4% |
| 30D | +2.0% | -5.8% | +7.7% | +2.5% |
| 3M | +14.2% | +10.9% | +3.3% | +12.6% |
| 6M | +14.1% | +31.9% | -17.8% | +9.9% |
| YTD | +14.2% | +25.8% | -11.5% | +10.5% |
| 1Y | +24.2% | +39.8% | -15.5% | +18.4% |
| 3Y | +89.8% | +219.9% | -130.1% | +60.6% |
| 5Y | +187.2% | +141.1% | +46.1% | +138.7% |
| All | +187.2% | +132.3% | +54.8% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling