+1,507.2%
SOXX vs BURL
+192.8%
+1,314.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +3.0% | -7.9% | +11.0% | +5.6% |
| 30D | -3.1% | -33.7% | +30.5% | +9.5% |
| 3M | -4.4% | -27.2% | +22.8% | +4.6% |
| 6M | +52.9% | -22.1% | +75.0% | +63.2% |
| YTD | +72.0% | -17.6% | +89.6% | +80.0% |
| 1Y | +105.1% | -14.9% | +120.0% | +110.6% |
| 3Y | +220.6% | +52.5% | +168.1% | +168.1% |
| 5Y | +244.8% | -17.1% | +261.9% | +230.9% |
| All | +1,507.2% | +192.8% | +1,314.4% | +1,061.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling