-11.3%
ABT vs SPXL
+141.8%
-153.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.8% |
| 7D | -5.9% | -2.5% | -3.4% | -5.5% |
| 30D | -8.1% | -4.2% | -3.9% | -7.4% |
| 3M | +14.5% | +8.1% | +6.4% | +12.5% |
| 6M | -6.3% | +35.6% | -41.9% | -12.1% |
| YTD | -17.1% | +28.8% | -45.9% | -21.7% |
| 1Y | -21.4% | +39.8% | -61.2% | -27.2% |
| 3Y | +5.9% | +221.4% | -215.5% | -22.7% |
| All | -11.3% | +141.8% | -153.1% | -36.0% |
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 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