-99.5%
SPXU vs BURL
+232.1%
-331.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | -1.0% |
| 7D | -7.6% | -1.6% | -6.0% | -8.2% |
| 30D | +5.3% | -7.7% | +13.1% | +1.1% |
| 3M | +9.6% | -31.7% | +41.3% | -11.8% |
| 6M | -4.5% | -15.2% | +10.6% | -11.2% |
| YTD | -25.9% | -15.9% | -10.0% | -30.2% |
| 1Y | -28.9% | -14.2% | -14.7% | -31.9% |
| 3Y | -80.5% | +93.5% | -174.0% | -63.2% |
| 5Y | -83.4% | -9.9% | -73.5% | -76.2% |
| All | -99.5% | +232.1% | -331.6% | -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