+226.1%
SPXL vs ABCL
+185.8%
+40.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +7.4% | -3.3% | +10.7% | +8.2% |
| 30D | -7.8% | -7.1% | -0.7% | -6.5% |
| 3M | -11.9% | +4.7% | -16.7% | -13.8% |
| 6M | -1.7% | +140.9% | -142.6% | -23.1% |
| YTD | +20.8% | +236.0% | -215.2% | -14.5% |
| 1Y | +25.0% | +217.4% | -192.4% | -10.4% |
| 3Y | +226.1% | +188.7% | +37.4% | +111.9% |
| All | +226.1% | +185.8% | +40.3% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling