-99.5%
SPXS vs BURL
+261.4%
-360.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.2% | -11.2% | -4.4% |
| 7D | -1.5% | +7.7% | -9.2% | +3.8% |
| 30D | +9.6% | -7.1% | +16.8% | +5.6% |
| 3M | +8.5% | -30.3% | +38.8% | -11.8% |
| 6M | -5.8% | -15.5% | +9.8% | -12.8% |
| YTD | -25.4% | -11.0% | -14.4% | -27.3% |
| 1Y | -28.8% | -8.4% | -20.4% | -29.1% |
| 3Y | -80.9% | +96.7% | -177.6% | -63.6% |
| 5Y | -83.1% | -14.1% | -69.0% | -76.7% |
| 10Y | -99.5% | +255.1% | -354.6% | -98.2% |
| All | -99.5% | +261.4% | -360.9% | -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