+20.6%
ABNB vs SPXL
+344.9%
-324.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | -4.4% | +1.5% | -5.8% | -5.1% |
| 30D | -2.0% | -3.7% | +1.7% | -0.2% |
| 3M | +29.8% | +8.1% | +21.7% | +23.8% |
| 6M | +31.0% | +39.0% | -8.0% | +9.0% |
| YTD | +28.6% | +29.9% | -1.3% | +10.5% |
| 1Y | +40.1% | +46.6% | -6.5% | +12.0% |
| 3Y | +19.7% | +230.5% | -210.8% | -42.0% |
| 5Y | +6.5% | +140.2% | -133.7% | -43.4% |
| All | +20.6% | +344.9% | -324.2% | -42.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling