+46.6%
SPXL vs ABCL
+171.1%
-124.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.5% | +1.4% | 0.0% | +1.2% |
| 30D | -3.7% | +65.1% | -68.8% | -13.1% |
| 3M | +8.1% | +111.1% | -103.0% | -9.2% |
| 6M | +39.0% | +231.6% | -192.5% | +3.4% |
| YTD | +29.9% | +234.5% | -204.6% | -5.5% |
| 1Y | +46.6% | +174.3% | -127.7% | +15.5% |
| All | +46.6% | +171.1% | -124.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling