-83.6%
SPXU vs BURL
-7.5%
-76.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.2% |
| 7D | -9.4% | +0.4% | -9.8% | -8.9% |
| 30D | +7.4% | -4.3% | +11.8% | +5.8% |
| 3M | +6.2% | -28.8% | +34.9% | -9.9% |
| 6M | -7.2% | -12.8% | +5.6% | -11.4% |
| YTD | -26.8% | -12.8% | -14.0% | -28.8% |
| 1Y | -26.3% | -12.3% | -14.0% | -27.8% |
| 3Y | -80.6% | +92.7% | -173.3% | -66.4% |
| All | -83.6% | -7.5% | -76.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling