-99.5%
SPXS vs BURL
+232.1%
-331.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | -0.9% |
| 7D | -7.5% | -1.6% | -5.9% | -8.1% |
| 30D | +5.3% | -7.7% | +13.1% | +1.1% |
| 3M | +9.7% | -31.7% | +41.3% | -11.8% |
| 6M | -4.6% | -15.2% | +10.6% | -11.3% |
| YTD | -25.8% | -15.9% | -9.9% | -30.1% |
| 1Y | -28.8% | -14.2% | -14.6% | -31.9% |
| 3Y | -80.2% | +93.5% | -173.7% | -62.5% |
| 5Y | -83.2% | -9.9% | -73.3% | -75.9% |
| All | -99.5% | +232.1% | -331.6% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling