-24.7%
SPXU vs BURL
-10.6%
-14.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.8% |
| 7D | +0.5% | +5.9% | -5.4% | +2.2% |
| 30D | +10.9% | -8.3% | +19.2% | +9.1% |
| 3M | +9.6% | -31.6% | +41.3% | +0.8% |
| 6M | -4.7% | -16.6% | +11.9% | -6.8% |
| YTD | -24.6% | -12.1% | -12.5% | -26.5% |
| 1Y | -24.7% | -10.0% | -14.8% | -26.6% |
| All | -24.7% | -10.6% | -14.1% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling