-15.3%
BURL vs SOXQ
+283.8%
-299.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +1.2% |
| 7D | -2.8% | +2.3% | -5.1% | -3.8% |
| 30D | -28.2% | -2.3% | -25.9% | -27.7% |
| 3M | -17.6% | -13.8% | -3.8% | -14.6% |
| 6M | -11.8% | +48.6% | -60.4% | -30.1% |
| YTD | -8.1% | +66.0% | -74.1% | -31.3% |
| 1Y | -12.0% | +107.9% | -119.8% | -41.6% |
| 3Y | +63.3% | +224.1% | -160.8% | -18.8% |
| 5Y | -10.8% | +256.6% | -267.4% | -59.7% |
| All | -15.3% | +283.8% | -299.1% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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