-7.0%
BURL vs SARO
-10.5%
+3.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -7.7% | +40.3% | -48.1% | -15.8% |
| 3M | -31.7% | +2.2% | -33.9% | -32.3% |
| 6M | -15.2% | +3.7% | -18.9% | -17.2% |
| YTD | -15.9% | -3.3% | -12.6% | -16.7% |
| 1Y | -14.2% | +8.4% | -22.6% | -18.3% |
| All | -7.0% | -10.5% | +3.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling