+20.3%
SPXL vs ABCL
+189.1%
-168.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.5% |
| 7D | +9.6% | +4.4% | +5.1% | +8.6% |
| 30D | -9.8% | -7.9% | -1.9% | -8.5% |
| 3M | -9.1% | +12.2% | -21.3% | -11.6% |
| 6M | +1.1% | +134.7% | -133.6% | -18.6% |
| YTD | +22.3% | +239.8% | -217.5% | -15.8% |
| 1Y | +20.3% | +192.7% | -172.4% | -11.5% |
| All | +20.3% | +189.1% | -168.8% | -11.5% |
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