+215.6%
SMH vs BURL
+87.4%
+128.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.0% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | -13.8% | -7.7% | -6.1% | -12.0% |
| 3M | -17.4% | -31.7% | +14.3% | -8.5% |
| 6M | -15.0% | -15.2% | +0.2% | -12.5% |
| YTD | +35.2% | -15.9% | +51.1% | +39.2% |
| 1Y | +41.6% | -14.2% | +55.8% | +44.0% |
| 3Y | +215.6% | +93.5% | +122.1% | +205.8% |
| All | +215.6% | +87.4% | +128.2% | +205.8% |
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 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