-99.5%
SPXS vs BURL
+244.4%
-343.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | 0.0% |
| 7D | -9.5% | +0.4% | -9.9% | -9.0% |
| 30D | +7.4% | -4.3% | +11.7% | +5.4% |
| 3M | +6.1% | -28.8% | +34.9% | -12.6% |
| 6M | -7.3% | -12.8% | +5.5% | -12.4% |
| YTD | -26.7% | -12.8% | -13.9% | -29.5% |
| 1Y | -26.2% | -12.3% | -13.9% | -28.4% |
| 3Y | -80.3% | +92.7% | -173.0% | -63.0% |
| 5Y | -83.4% | -6.5% | -76.9% | -75.7% |
| All | -99.5% | +244.4% | -343.9% | -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