+1,118.6%
ABBV vs SPXL
+3,975.5%
-2,857.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -4.3% | +1.5% | -5.8% | -4.6% |
| 30D | +1.1% | -3.7% | +4.8% | +1.9% |
| 3M | +12.3% | +8.1% | +4.2% | +9.6% |
| 6M | +9.8% | +39.0% | -29.3% | +0.4% |
| YTD | +11.5% | +29.9% | -18.5% | +3.2% |
| 1Y | +22.3% | +46.6% | -24.3% | +9.5% |
| 3Y | +85.2% | +230.5% | -145.3% | +28.9% |
| 5Y | +170.8% | +140.2% | +30.7% | +87.9% |
| 10Y | +485.4% | +1,168.8% | -683.3% | +93.0% |
| All | +1,118.6% | +3,975.5% | -2,857.0% | +152.6% |
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