+1,256.2%
SOXX vs BURL
+254.9%
+1,001.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +5.7% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | -14.4% | -4.4% | -10.0% | -13.4% |
| 3M | -12.7% | -28.6% | +15.9% | -3.8% |
| 6M | -12.4% | -12.3% | -0.1% | -10.1% |
| YTD | +55.1% | -11.3% | +66.3% | +58.1% |
| 1Y | +58.5% | -10.4% | +68.9% | +60.0% |
| 3Y | +187.5% | +96.1% | +91.5% | +122.7% |
| 5Y | +180.1% | -5.0% | +185.2% | +158.0% |
| 10Y | +1,256.2% | +251.8% | +1,004.4% | +850.0% |
| All | +1,256.2% | +254.9% | +1,001.3% | +850.0% |
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 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