+1,524.2%
SMH vs BURL
+244.4%
+1,279.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +12.1% | +0.4% | +11.6% | +11.9% |
| 30D | -14.7% | -4.3% | -10.3% | -13.8% |
| 3M | -14.2% | -28.8% | +14.6% | -5.9% |
| 6M | -10.6% | -12.8% | +2.2% | -8.3% |
| YTD | +39.3% | -12.8% | +52.1% | +42.5% |
| 1Y | +41.6% | -12.3% | +53.8% | +43.6% |
| 3Y | +223.4% | +92.7% | +130.7% | +153.5% |
| 5Y | +243.5% | -6.5% | +250.0% | +218.0% |
| All | +1,524.2% | +244.4% | +1,279.8% | +1,052.8% |
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