-100.0%
SOXS vs BURL
+247.8%
-347.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | -0.8% |
| 7D | +3.2% | +5.9% | -2.7% | +10.0% |
| 30D | +61.0% | -8.3% | +69.3% | +49.4% |
| 3M | +24.0% | -31.6% | +55.6% | -11.8% |
| 6M | -35.9% | -16.6% | -19.3% | -43.3% |
| YTD | -90.9% | -12.1% | -78.8% | -91.0% |
| 1Y | -91.5% | -10.0% | -81.5% | -91.4% |
| 3Y | -99.7% | +94.3% | -194.0% | -99.0% |
| 5Y | -99.9% | -13.2% | -86.7% | -99.8% |
| 10Y | -100.0% | +252.5% | -352.5% | -100.0% |
| All | -100.0% | +247.8% | -347.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling