+2,114.2%
SPXL vs BURL
+987.9%
+1,126.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.1% | -11.4% |
| 7D | -14.2% | +3.5% | -17.7% | -15.7% |
| 30D | -18.1% | -9.3% | -8.8% | -13.6% |
| 3M | -16.3% | -32.1% | +15.8% | +3.2% |
| 6M | -2.3% | -19.8% | +17.5% | +7.7% |
| YTD | +11.6% | -13.2% | +24.8% | +16.8% |
| 1Y | +12.3% | -7.8% | +20.1% | +11.5% |
| 3Y | +211.6% | +89.3% | +122.3% | +91.3% |
| 5Y | +84.3% | -15.8% | +100.1% | +74.7% |
| 10Y | +1,150.4% | +262.2% | +888.2% | +493.0% |
| All | +2,114.2% | +987.9% | +1,126.3% | +708.5% |
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