+58.5%
SOXX vs BURL
-9.1%
+67.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +5.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -14.4% | -4.4% | -10.0% | -13.5% |
| 3M | -12.7% | -28.6% | +15.9% | -6.8% |
| 6M | -12.4% | -12.3% | -0.1% | -12.0% |
| YTD | +55.1% | -11.3% | +66.3% | +57.8% |
| 1Y | +58.5% | -10.4% | +68.9% | +61.2% |
| All | +58.5% | -9.1% | +67.5% | +61.2% |
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