-79.9%
SPXS vs BURL
+63.9%
-143.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.5% |
| 7D | -0.1% | -2.8% | +2.7% | -1.3% |
| 30D | +0.8% | -28.2% | +29.0% | -13.3% |
| 3M | -4.7% | -17.6% | +12.9% | -12.1% |
| 6M | -29.6% | -11.8% | -17.9% | -32.0% |
| YTD | -29.8% | -8.1% | -21.7% | -30.5% |
| 1Y | -38.9% | -12.0% | -27.0% | -40.3% |
| All | -79.9% | +63.9% | -143.8% | -72.2% |
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 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