+113.9%
SOXX vs BURL
-9.5%
+123.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.9% |
| 7D | +2.2% | -2.8% | +5.0% | +2.8% |
| 30D | -2.0% | -28.2% | +26.1% | +5.7% |
| 3M | -13.7% | -17.6% | +3.9% | -10.7% |
| 6M | +52.4% | -11.8% | +64.2% | +54.7% |
| YTD | +72.8% | -8.1% | +81.0% | +74.2% |
| 1Y | +113.9% | -12.0% | +125.9% | +109.5% |
| All | +113.9% | -9.5% | +123.4% | +109.5% |
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