-79.5%
SPXU vs BURL
+86.7%
-166.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -1.5% |
| 7D | +7.6% | +4.1% | +3.5% | +9.8% |
| 30D | +17.5% | -9.5% | +27.0% | +13.0% |
| 3M | +14.7% | -33.5% | +48.2% | -3.7% |
| 6M | -0.1% | -22.1% | +22.0% | -8.8% |
| YTD | -19.8% | -14.6% | -5.2% | -22.3% |
| 1Y | -23.7% | -8.4% | -15.4% | -23.0% |
| 3Y | -79.5% | +86.6% | -166.0% | -74.7% |
| All | -79.5% | +86.7% | -166.2% | -74.7% |
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