-16.5%
ABT vs SPXL
+52.0%
-68.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +2.5% | -0.9% | +3.4% | +2.5% |
| 3M | +20.2% | +2.0% | +18.2% | +20.4% |
| 6M | -2.9% | +33.5% | -36.4% | -5.7% |
| YTD | -11.9% | +32.2% | -44.1% | -14.5% |
| 1Y | -16.5% | +48.9% | -65.4% | -21.0% |
| All | -16.5% | +52.0% | -68.5% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling