+103.6%
SPXL vs BURL
-7.3%
+110.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.1% |
| 7D | +9.6% | +0.4% | +9.1% | +9.4% |
| 30D | -9.8% | -4.3% | -5.4% | -7.7% |
| 3M | -9.1% | -28.8% | +19.7% | +7.4% |
| 6M | +1.1% | -12.8% | +13.9% | +5.7% |
| YTD | +22.3% | -12.8% | +35.1% | +27.3% |
| 1Y | +20.3% | -12.3% | +32.5% | +23.0% |
| 3Y | +229.0% | +92.7% | +136.3% | +110.7% |
| 5Y | +103.6% | -6.5% | +110.1% | +90.6% |
| All | +103.6% | -7.3% | +110.9% | +90.6% |
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 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