+279.8%
SMH vs BURL
+66.7%
+213.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +2.5% | -2.8% | +5.3% | +3.3% |
| 30D | -0.5% | -28.2% | +27.7% | +8.9% |
| 3M | -9.6% | -17.6% | +7.9% | -5.3% |
| 6M | +42.1% | -11.8% | +53.8% | +45.2% |
| YTD | +57.4% | -8.1% | +65.6% | +58.8% |
| 1Y | +96.2% | -12.0% | +108.2% | +98.8% |
| All | +279.8% | +66.7% | +213.1% | +238.8% |
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