+233.2%
SOXL vs BURL
+94.4%
+138.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.8% |
| 7D | +60.3% | +0.4% | +59.9% | +60.4% |
| 30D | -48.6% | -4.3% | -44.3% | -46.5% |
| 3M | -53.9% | -28.8% | -25.1% | -38.0% |
| 6M | -62.0% | -12.8% | -49.2% | -59.0% |
| YTD | +56.0% | -12.8% | +68.8% | +71.3% |
| 1Y | +50.0% | -12.3% | +62.3% | +59.2% |
| All | +233.2% | +94.4% | +138.8% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling