+211.8%
SPXL vs BURL
+86.7%
+125.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -8.7% | +4.1% | -12.8% | -10.2% |
| 30D | -16.9% | -9.5% | -7.4% | -13.3% |
| 3M | -15.2% | -33.5% | +18.3% | +1.0% |
| 6M | -5.5% | -22.1% | +16.6% | +3.3% |
| YTD | +12.4% | -14.6% | +27.0% | +17.4% |
| 1Y | +16.9% | -8.4% | +25.3% | +16.2% |
| 3Y | +211.8% | +86.6% | +125.3% | +181.1% |
| All | +211.8% | +86.7% | +125.1% | +181.1% |
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 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