-79.2%
SPXS vs BURL
+86.7%
-165.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.5% |
| 7D | +7.5% | +4.1% | +3.4% | +9.8% |
| 30D | +17.5% | -9.5% | +26.9% | +12.9% |
| 3M | +14.7% | -33.5% | +48.2% | -3.7% |
| 6M | -0.1% | -22.1% | +22.0% | -8.9% |
| YTD | -19.7% | -14.6% | -5.2% | -22.3% |
| 1Y | -23.6% | -8.4% | -15.2% | -22.9% |
| 3Y | -79.2% | +86.6% | -165.7% | -74.3% |
| All | -79.2% | +86.7% | -165.9% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling