-80.9%
SPXS vs BURL
+95.8%
-176.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.2% | -11.2% | -5.1% |
| 7D | -1.5% | +7.7% | -9.2% | +2.3% |
| 30D | +9.6% | -7.1% | +16.8% | +6.8% |
| 3M | +8.5% | -30.3% | +38.8% | -6.8% |
| 6M | -5.8% | -15.5% | +9.8% | -10.5% |
| YTD | -25.4% | -11.0% | -14.4% | -26.2% |
| 1Y | -28.8% | -8.4% | -20.4% | -28.4% |
| 3Y | -80.9% | +96.7% | -177.6% | -76.1% |
| All | -80.9% | +95.8% | -176.7% | -76.1% |
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