+257.3%
SOXX vs BURL
-18.1%
+275.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.0% | +2.7% |
| 7D | +6.1% | -7.0% | +13.1% | +8.4% |
| 30D | +0.5% | -35.6% | +36.1% | +14.9% |
| 3M | -5.3% | -26.3% | +21.0% | +3.3% |
| 6M | +58.3% | -20.7% | +79.0% | +68.1% |
| YTD | +76.8% | -17.2% | +94.0% | +84.7% |
| 1Y | +114.6% | -15.0% | +129.6% | +120.3% |
| 3Y | +229.6% | +53.2% | +176.4% | +176.4% |
| 5Y | +257.3% | -18.7% | +276.0% | +247.7% |
| All | +257.3% | -18.1% | +275.4% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling