+2,281.3%
SOXX vs BURL
+992.7%
+1,288.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.2% |
| 7D | +17.5% | +0.4% | +17.1% | +17.4% |
| 30D | -14.5% | -4.3% | -10.2% | -13.6% |
| 3M | -14.9% | -28.8% | +13.9% | -6.9% |
| 6M | -9.8% | -12.8% | +3.0% | -7.5% |
| YTD | +54.7% | -12.8% | +67.5% | +58.4% |
| 1Y | +55.7% | -12.3% | +67.9% | +58.1% |
| 3Y | +186.8% | +92.7% | +94.1% | +128.9% |
| 5Y | +176.7% | -6.5% | +183.2% | +157.5% |
| 10Y | +1,252.6% | +245.7% | +1,006.9% | +818.8% |
| All | +2,281.3% | +992.7% | +1,288.6% | +1,293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling