-91.5%
SOXS vs BURL
-10.6%
-80.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | -0.4% |
| 7D | +3.2% | +5.9% | -2.7% | +7.1% |
| 30D | +61.0% | -8.3% | +69.3% | +52.5% |
| 3M | +24.0% | -31.6% | +55.6% | 0.0% |
| 6M | -35.9% | -16.6% | -19.3% | -37.8% |
| YTD | -90.9% | -12.1% | -78.8% | -90.9% |
| 1Y | -91.5% | -10.0% | -81.5% | -91.5% |
| All | -91.5% | -10.6% | -80.9% | -91.5% |
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