+304.3%
SPXL vs ABCL
-79.6%
+383.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.2% |
| 30D | -12.4% | -0.7% | -11.7% | -12.4% |
| 3M | -11.8% | +33.4% | -45.2% | -18.2% |
| 6M | -1.4% | +137.8% | -139.2% | -22.6% |
| YTD | +19.0% | +264.3% | -245.4% | -16.9% |
| 1Y | +18.0% | +209.2% | -191.2% | -14.5% |
| 3Y | +220.0% | +208.4% | +11.6% | +111.2% |
| 5Y | +102.6% | -11.9% | +114.5% | +61.2% |
| All | +304.3% | -79.6% | +383.9% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling