-99.9%
SPXS vs BURL
+1,011.9%
-1,111.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -3.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.4% |
| 30D | +6.3% | -4.4% | +10.7% | +4.4% |
| 3M | +4.2% | -28.6% | +32.8% | -13.0% |
| 6M | -7.9% | -12.3% | +4.4% | -12.4% |
| YTD | -27.5% | -11.3% | -16.2% | -29.3% |
| 1Y | -27.0% | -10.4% | -16.6% | -28.2% |
| 3Y | -80.5% | +96.1% | -176.6% | -64.5% |
| 5Y | -84.0% | -5.0% | -79.0% | -76.3% |
| 10Y | -99.5% | +251.8% | -351.3% | -98.0% |
| All | -99.9% | +1,011.9% | -1,111.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling