+2,180.9%
SOXL vs BURL
+254.9%
+1,925.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.9% | +16.9% | +17.0% |
| 7D | -1.0% | -0.8% | -0.2% | +1.8% |
| 30D | -48.6% | -4.4% | -44.1% | -46.5% |
| 3M | -50.3% | -28.6% | -21.7% | -33.8% |
| 6M | -65.3% | -12.3% | -53.0% | -62.4% |
| YTD | +57.2% | -11.3% | +68.5% | +71.3% |
| 1Y | +58.0% | -10.4% | +68.5% | +66.2% |
| 3Y | +226.2% | +96.1% | +130.2% | +75.8% |
| 5Y | +10.5% | -5.0% | +15.5% | +15.4% |
| 10Y | +2,180.9% | +251.8% | +1,929.1% | +1,200.7% |
| All | +2,180.9% | +254.9% | +1,925.9% | +1,200.7% |
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