+240.5%
SMH vs BURL
-14.7%
+255.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -6.7% | +5.9% | -12.6% | -8.3% |
| 30D | -19.8% | -8.3% | -11.5% | -17.9% |
| 3M | -15.1% | -31.6% | +16.6% | -5.6% |
| 6M | -14.6% | -16.6% | +2.0% | -11.3% |
| YTD | +34.3% | -12.1% | +46.4% | +36.9% |
| 1Y | +35.2% | -10.0% | +45.2% | +35.9% |
| 3Y | +211.7% | +94.3% | +117.4% | +144.7% |
| 5Y | +240.5% | -13.2% | +253.7% | +222.8% |
| All | +240.5% | -14.7% | +255.1% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling