+15.1%
ABNB vs SPXL
+220.2%
-205.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | -7.4% | -1.3% | -6.1% | -6.9% |
| 30D | -8.2% | -5.0% | -3.2% | -6.1% |
| 3M | +29.1% | +7.6% | +21.6% | +24.1% |
| 6M | +26.6% | +33.6% | -7.0% | +9.2% |
| YTD | +25.0% | +28.1% | -3.1% | +9.7% |
| 1Y | +37.0% | +43.6% | -6.6% | +13.0% |
| All | +15.1% | +220.2% | -205.1% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling