-100.0%
SOXS vs BURL
+252.7%
-352.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.6% | -11.0% | -14.1% |
| 7D | +36.2% | +4.1% | +32.2% | +41.4% |
| 30D | +131.5% | -9.5% | +141.0% | +109.7% |
| 3M | +60.5% | -33.5% | +94.0% | +10.0% |
| 6M | -25.9% | -22.1% | -3.8% | -39.2% |
| YTD | -88.3% | -14.6% | -73.7% | -88.9% |
| 1Y | -89.6% | -8.4% | -81.2% | -89.5% |
| 3Y | -99.6% | +86.6% | -186.2% | -98.9% |
| 5Y | -99.9% | -17.2% | -82.7% | -99.8% |
| All | -100.0% | +252.7% | -352.7% | -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