+226.1%
SPXL vs BURL
+87.4%
+138.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.4% |
| 7D | +7.4% | -1.6% | +9.0% | +8.3% |
| 30D | -7.8% | -7.7% | -0.1% | -4.5% |
| 3M | -11.9% | -31.7% | +19.7% | +3.6% |
| 6M | -1.7% | -15.2% | +13.4% | +3.2% |
| YTD | +20.8% | -15.9% | +36.7% | +27.1% |
| 1Y | +25.0% | -14.2% | +39.2% | +28.6% |
| 3Y | +226.1% | +93.5% | +132.6% | +198.0% |
| All | +226.1% | +87.4% | +138.7% | +198.0% |
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