+349.1%
SPXL vs ABCL
-81.3%
+430.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | -0.9% | +93.1% | -93.9% | -16.2% |
| 3M | +2.0% | +79.4% | -77.4% | -13.3% |
| 6M | +33.5% | +214.9% | -181.4% | -1.6% |
| YTD | +32.2% | +234.2% | -202.1% | -5.4% |
| 1Y | +48.9% | +174.8% | -125.9% | +10.0% |
| 3Y | +222.9% | +104.5% | +118.4% | +133.9% |
| 5Y | +140.7% | -39.0% | +179.7% | +98.4% |
| All | +349.1% | -81.3% | +430.4% | +290.8% |
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