+1,540.5%
SOXL vs BURL
+252.7%
+1,287.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.6% | +14.1% | +13.9% |
| 7D | -40.3% | +4.1% | -44.4% | -42.4% |
| 30D | -71.1% | -9.5% | -61.6% | -68.6% |
| 3M | -65.2% | -33.5% | -31.7% | -51.0% |
| 6M | -72.3% | -22.1% | -50.2% | -66.8% |
| YTD | +9.4% | -14.6% | +24.0% | +22.6% |
| 1Y | +7.0% | -8.4% | +15.3% | +8.8% |
| 3Y | +156.4% | +86.6% | +69.8% | +43.3% |
| 5Y | -22.2% | -17.2% | -5.0% | -9.8% |
| All | +1,540.5% | +252.7% | +1,287.8% | +836.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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