+484.2%
SOXL vs BURL
+64.3%
+419.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +8.5% |
| 7D | +16.4% | -2.6% | +19.0% | +18.9% |
| 30D | -12.1% | -30.8% | +18.7% | +20.3% |
| 3M | -41.7% | -18.7% | -23.0% | -32.6% |
| 6M | +157.4% | -16.4% | +173.8% | +193.4% |
| YTD | +193.3% | -11.6% | +204.9% | +218.1% |
| 1Y | +355.3% | -12.0% | +367.3% | +384.7% |
| 3Y | +484.2% | +63.6% | +420.5% | +407.9% |
| All | +484.2% | +64.3% | +419.9% | +407.9% |
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