+1,469.9%
SMH vs BURL
+261.4%
+1,208.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.8% | +3.8% |
| 7D | -4.1% | +7.7% | -11.8% | -6.2% |
| 30D | -19.2% | -7.1% | -12.1% | -17.6% |
| 3M | -16.4% | -30.3% | +13.9% | -7.7% |
| 6M | -14.0% | -15.5% | +1.6% | -11.0% |
| YTD | +35.3% | -11.0% | +46.3% | +37.6% |
| 1Y | +40.4% | -8.4% | +48.9% | +40.6% |
| 3Y | +226.8% | +96.7% | +130.2% | +154.7% |
| 5Y | +232.3% | -14.1% | +246.4% | +214.7% |
| 10Y | +1,469.9% | +255.1% | +1,214.9% | +1,008.6% |
| All | +1,469.9% | +261.4% | +1,208.6% | +1,008.6% |
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 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