+16.9%
SPXL vs BURL
-7.8%
+24.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -8.7% | +4.1% | -12.8% | -9.4% |
| 30D | -16.9% | -9.5% | -7.4% | -14.9% |
| 3M | -15.2% | -33.5% | +18.3% | -6.8% |
| 6M | -5.5% | -22.1% | +16.6% | -0.9% |
| YTD | +12.4% | -14.6% | +27.0% | +17.7% |
| 1Y | +16.9% | -8.4% | +25.3% | +22.6% |
| All | +16.9% | -7.8% | +24.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling