-100.0%
SOXS vs BURL
-11.0%
-89.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.6% | -12.8% | -7.7% |
| 7D | -7.0% | -2.8% | -4.2% | -9.3% |
| 30D | +2.8% | -28.2% | +31.0% | -25.7% |
| 3M | -9.8% | -17.6% | +7.7% | -24.5% |
| 6M | -99.2% | -11.8% | -87.4% | -99.1% |
| YTD | -99.5% | -8.1% | -91.4% | -99.4% |
| 1Y | -99.8% | -12.0% | -87.8% | -99.8% |
| 3Y | -100.0% | +63.3% | -163.3% | -99.9% |
| All | -100.0% | -11.0% | -89.0% | -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 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