-8.4%
BURL vs SARO
-21.9%
+13.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.3% | -6.1% |
| 7D | -7.0% | +0.6% | -7.6% | -7.1% |
| 30D | -35.6% | -14.5% | -21.1% | -32.9% |
| 3M | -26.3% | -5.3% | -21.0% | -25.9% |
| 6M | -20.7% | -15.3% | -5.4% | -18.1% |
| YTD | -17.2% | -15.6% | -1.6% | -14.8% |
| 1Y | -15.0% | -9.1% | -6.0% | -15.1% |
| All | -8.4% | -21.9% | +13.4% | -11.6% |
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