+143.2%
SPXL vs BURL
-11.0%
+154.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.6% |
| 7D | +0.1% | -2.8% | +2.8% | +1.4% |
| 30D | -0.9% | -28.2% | +27.3% | +17.0% |
| 3M | +2.0% | -17.6% | +19.6% | +11.6% |
| 6M | +33.5% | -11.8% | +45.3% | +39.4% |
| YTD | +32.2% | -8.1% | +40.3% | +34.6% |
| 1Y | +48.9% | -12.0% | +60.8% | +52.5% |
| 3Y | +222.9% | +63.3% | +159.6% | +129.4% |
| All | +143.2% | -11.0% | +154.2% | +132.8% |
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