+495.5%
ABT vs SPXL
+7,605.2%
-7,109.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -2.1% | -3.7% | +1.6% | -1.4% |
| 3M | +17.4% | +8.1% | +9.3% | +14.7% |
| 6M | -2.4% | +39.0% | -41.4% | -10.5% |
| YTD | -14.2% | +29.9% | -44.2% | -20.4% |
| 1Y | -18.3% | +46.6% | -64.9% | -26.7% |
| 3Y | +11.5% | +230.5% | -219.0% | -21.9% |
| 5Y | -9.9% | +140.2% | -150.1% | -35.9% |
| 10Y | +204.4% | +1,168.8% | -964.4% | +30.2% |
| All | +495.5% | +7,605.2% | -7,109.7% | +63.2% |
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