-100.0%
SOXS vs BURL
+188.6%
-288.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -7.8% |
| 7D | -16.6% | -7.0% | -9.6% | -22.0% |
| 30D | -4.4% | -35.6% | +31.3% | -37.2% |
| 3M | -26.2% | -26.3% | 0.0% | -44.4% |
| 6M | -99.3% | -20.7% | -78.6% | -99.3% |
| YTD | -99.5% | -17.2% | -82.3% | -99.5% |
| 1Y | -99.8% | -15.0% | -84.7% | -99.8% |
| 3Y | -100.0% | +53.2% | -153.2% | -100.0% |
| 5Y | -100.0% | -18.7% | -81.3% | -100.0% |
| 10Y | -100.0% | +192.1% | -292.1% | -100.0% |
| All | -100.0% | +188.6% | -288.6% | -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