+216.7%
SMH vs BURL
-17.2%
+233.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.1% |
| 7D | -11.2% | +4.1% | -15.3% | -12.3% |
| 30D | -25.8% | -9.5% | -16.3% | -23.8% |
| 3M | -18.8% | -33.5% | +14.7% | -9.1% |
| 6M | -15.6% | -22.1% | +6.5% | -10.6% |
| YTD | +28.8% | -14.6% | +43.4% | +32.4% |
| 1Y | +32.6% | -8.4% | +40.9% | +32.3% |
| 3Y | +213.6% | +86.6% | +127.1% | +148.9% |
| All | +216.7% | -17.2% | +233.9% | +203.8% |
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