-92.9%
SPXU vs ABCL
-79.6%
-13.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +0.5% | +2.3% | -1.8% | +1.5% |
| 30D | +10.9% | -0.7% | +11.6% | +12.1% |
| 3M | +9.6% | +33.4% | -23.8% | +19.4% |
| 6M | -4.7% | +137.8% | -142.5% | +22.4% |
| YTD | -24.6% | +264.3% | -288.9% | +10.3% |
| 1Y | -24.7% | +209.2% | -233.9% | +6.7% |
| 3Y | -80.0% | +208.4% | -288.5% | -67.2% |
| 5Y | -83.5% | -11.9% | -71.6% | -75.7% |
| All | -92.9% | -79.6% | -13.3% | -90.2% |
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 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