-1.6%
BURL vs SARO
-6.5%
+5.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +3.0% |
| 7D | +7.7% | +15.3% | -7.6% | +3.7% |
| 30D | -7.1% | +43.6% | -50.8% | -15.8% |
| 3M | -30.3% | -0.8% | -29.5% | -30.4% |
| 6M | -15.5% | +15.2% | -30.8% | -20.1% |
| YTD | -11.0% | +1.0% | -12.0% | -12.8% |
| 1Y | -8.4% | +7.9% | -16.4% | -12.4% |
| All | -1.6% | -6.5% | +5.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling