+2,259.5%
SPXL vs BURL
+1,001.7%
+1,257.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.4% |
| 7D | -2.9% | +5.9% | -8.7% | -5.8% |
| 30D | -12.4% | -8.3% | -4.1% | -8.0% |
| 3M | -11.8% | -31.6% | +19.9% | +8.4% |
| 6M | -1.4% | -16.6% | +15.2% | +6.2% |
| YTD | +19.0% | -12.1% | +31.0% | +23.7% |
| 1Y | +18.0% | -10.0% | +27.9% | +19.0% |
| 3Y | +220.0% | +94.3% | +125.7% | +93.6% |
| 5Y | +102.6% | -13.2% | +115.8% | +88.7% |
| 10Y | +1,087.3% | +252.5% | +834.8% | +468.5% |
| All | +2,259.5% | +1,001.7% | +1,257.8% | +755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling