+308.9%
SPXL vs ABCL
-79.5%
+388.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +5.8% |
| 7D | -0.9% | +12.4% | -13.3% | -3.3% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | -10.8% | +80.4% | -91.2% | -23.7% |
| 6M | -0.3% | +138.5% | -138.8% | -21.8% |
| YTD | +20.3% | +265.5% | -245.2% | -16.1% |
| 1Y | +24.7% | +219.7% | -195.0% | -10.3% |
| 3Y | +238.6% | +209.4% | +29.1% | +123.3% |
| 5Y | +100.0% | -15.0% | +115.0% | +59.3% |
| All | +308.9% | -79.5% | +388.4% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling