-8.8%
BURL vs SARO
+6.9%
-15.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +3.3% |
| 7D | +7.7% | +15.3% | -7.6% | +4.8% |
| 30D | -7.1% | +43.6% | -50.8% | -13.5% |
| 3M | -30.3% | -0.8% | -29.5% | -30.6% |
| 6M | -15.5% | +15.2% | -30.8% | -19.7% |
| YTD | -11.0% | +1.0% | -12.0% | -14.0% |
| All | -8.8% | +6.9% | -15.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling