+85.0%
SPXL vs ABCL
-21.8%
+106.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -1.1% |
| 7D | -8.7% | -3.2% | -5.6% | -8.0% |
| 30D | -16.9% | -7.4% | -9.5% | -15.4% |
| 3M | -15.2% | +81.9% | -97.1% | -30.4% |
| 6M | -5.5% | +135.7% | -141.2% | -30.4% |
| YTD | +12.4% | +247.4% | -234.9% | -28.0% |
| 1Y | +16.9% | +162.3% | -145.3% | -18.9% |
| 3Y | +211.8% | +165.5% | +46.3% | +89.3% |
| All | +85.0% | -21.8% | +106.8% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling