-91.6%
SOXS vs BURL
-4.6%
-87.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.7% | +1.1% | +12.5% |
| 7D | +46.7% | +10.4% | +36.2% | +53.9% |
| 30D | +97.0% | -4.9% | +101.9% | +88.4% |
| 3M | +39.5% | -29.8% | +69.3% | +13.7% |
| 6M | -54.9% | -16.5% | -38.5% | -56.7% |
| YTD | -90.4% | -10.5% | -79.8% | -90.5% |
| 1Y | -91.6% | -5.3% | -86.3% | -91.7% |
| All | -91.6% | -4.6% | -87.1% | -91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling