-93.0%
SPXU vs ABCL
-81.2%
-11.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.0% |
| 7D | -7.6% | -3.3% | -4.3% | -8.1% |
| 30D | +5.3% | -7.1% | +12.4% | +4.8% |
| 3M | +9.6% | +4.7% | +4.9% | +13.1% |
| 6M | -4.5% | +140.9% | -145.4% | +23.1% |
| YTD | -25.9% | +236.0% | -261.8% | +6.5% |
| 1Y | -28.9% | +217.4% | -246.3% | +1.4% |
| 3Y | -80.5% | +188.7% | -269.2% | -68.4% |
| 5Y | -83.4% | -23.5% | -59.9% | -76.1% |
| All | -93.0% | -81.2% | -11.8% | -90.6% |
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