-25.4%
SOXL vs BURL
-17.2%
-8.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.6% | +14.1% | +14.0% |
| 7D | -40.3% | +4.1% | -44.4% | -42.4% |
| 30D | -71.1% | -9.5% | -61.6% | -68.5% |
| 3M | -65.2% | -33.5% | -31.7% | -50.4% |
| 6M | -72.3% | -22.1% | -50.2% | -66.7% |
| YTD | +9.4% | -14.6% | +24.0% | +22.5% |
| 1Y | +7.0% | -8.4% | +15.3% | +8.1% |
| 3Y | +156.4% | +86.6% | +69.8% | +42.5% |
| All | -25.4% | -17.2% | -8.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling