+2,560.6%
SOXX vs BURL
+1,051.1%
+1,509.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +2.2% | -2.8% | +5.0% | +3.0% |
| 30D | -2.0% | -28.2% | +26.1% | +7.3% |
| 3M | -13.7% | -17.6% | +3.9% | -9.4% |
| 6M | +52.4% | -11.8% | +64.2% | +56.2% |
| YTD | +72.8% | -8.1% | +81.0% | +75.0% |
| 1Y | +113.9% | -12.0% | +125.9% | +117.5% |
| 3Y | +210.7% | +63.3% | +147.4% | +159.9% |
| 5Y | +244.6% | -10.8% | +255.5% | +224.5% |
| 10Y | +1,468.0% | +215.9% | +1,252.1% | +978.5% |
| All | +2,560.6% | +1,051.1% | +1,509.5% | +1,440.5% |
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