+101.0%
SPXL vs ABCL
-26.2%
+127.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +7.4% | -3.3% | +10.7% | +8.4% |
| 30D | -7.8% | -7.1% | -0.7% | -6.2% |
| 3M | -11.9% | +4.7% | -16.7% | -14.4% |
| 6M | -1.7% | +140.9% | -142.6% | -28.1% |
| YTD | +20.8% | +236.0% | -215.2% | -22.1% |
| 1Y | +25.0% | +217.4% | -192.4% | -18.1% |
| 3Y | +226.1% | +188.7% | +37.4% | +90.5% |
| All | +101.0% | -26.2% | +127.2% | +68.7% |
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