+110.4%
SPXL vs BURL
-9.5%
+119.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.4% |
| 7D | -3.8% | -0.8% | -3.0% | -3.1% |
| 30D | -8.8% | -4.4% | -4.4% | -6.7% |
| 3M | -7.4% | -28.6% | +21.2% | +9.2% |
| 6M | +1.8% | -12.3% | +14.1% | +6.1% |
| YTD | +23.6% | -11.3% | +34.9% | +27.5% |
| 1Y | +21.7% | -10.4% | +32.2% | +23.2% |
| 3Y | +232.4% | +96.1% | +136.3% | +111.0% |
| 5Y | +110.4% | -5.0% | +115.4% | +95.7% |
| All | +110.4% | -9.5% | +119.9% | +95.7% |
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