-99.9%
SOXS vs BURL
-7.3%
-92.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -0.8% |
| 7D | -43.7% | +0.4% | -44.1% | -42.8% |
| 30D | +22.2% | -4.3% | +26.5% | +17.7% |
| 3M | +13.0% | -28.8% | +41.8% | -16.9% |
| 6M | -47.7% | -12.8% | -34.9% | -51.5% |
| YTD | -92.5% | -12.8% | -79.7% | -92.6% |
| 1Y | -93.1% | -12.3% | -80.9% | -93.2% |
| 3Y | -99.7% | +92.7% | -192.4% | -99.2% |
| 5Y | -99.9% | -6.5% | -93.4% | -99.9% |
| All | -99.9% | -7.3% | -92.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling