-93.2%
SPXU vs ABCL
-81.9%
-11.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +0.7% |
| 7D | +1.3% | -2.7% | +4.0% | +0.7% |
| 30D | +5.1% | +18.3% | -13.2% | +9.8% |
| 3M | -9.1% | +108.5% | -117.6% | +10.2% |
| 6M | -29.6% | +213.9% | -243.5% | -3.6% |
| YTD | -27.7% | +223.1% | -250.8% | +1.4% |
| 1Y | -37.0% | +160.6% | -197.6% | -13.9% |
| 3Y | -80.2% | +104.3% | -184.4% | -70.5% |
| 5Y | -86.0% | -40.0% | -46.0% | -80.5% |
| All | -93.2% | -81.9% | -11.3% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling