-99.7%
SOXS vs BURL
+97.8%
-197.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.9% | -19.1% | -17.3% |
| 7D | -22.3% | -0.8% | -21.5% | -21.4% |
| 30D | +21.9% | -4.4% | +26.3% | +17.3% |
| 3M | +4.2% | -28.6% | +32.8% | -22.5% |
| 6M | -43.4% | -12.3% | -31.1% | -46.6% |
| YTD | -92.5% | -11.3% | -81.3% | -92.5% |
| 1Y | -93.5% | -10.4% | -83.0% | -93.4% |
| All | -99.7% | +97.8% | -197.5% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling