+158.5%
SOXL vs BURL
-11.0%
+169.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +7.4% |
| 7D | +5.3% | -2.8% | +8.1% | +7.9% |
| 30D | -11.2% | -28.2% | +17.0% | +19.0% |
| 3M | -55.4% | -17.6% | -37.8% | -48.1% |
| 6M | +107.1% | -11.8% | +118.9% | +126.5% |
| YTD | +179.0% | -8.1% | +187.2% | +195.1% |
| 1Y | +357.4% | -12.0% | +369.3% | +391.3% |
| 3Y | +397.5% | +63.3% | +334.2% | +216.4% |
| All | +158.5% | -11.0% | +169.4% | +193.2% |
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 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