+182.5%
SOXX vs BURL
+95.8%
+86.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +6.2% |
| 7D | -2.9% | +7.7% | -10.6% | -5.1% |
| 30D | -21.3% | -7.1% | -14.1% | -19.6% |
| 3M | -18.9% | -30.3% | +11.4% | -10.0% |
| 6M | -15.3% | -15.5% | +0.3% | -12.4% |
| YTD | +46.5% | -11.0% | +57.4% | +48.7% |
| 1Y | +50.0% | -8.4% | +58.5% | +49.8% |
| 3Y | +182.5% | +96.7% | +85.8% | +166.1% |
| All | +182.5% | +95.8% | +86.7% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling