+1.6%
BURL vs SARO
-20.0%
+21.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -28.2% | -20.0% | -8.2% | -23.9% |
| 3M | -17.6% | -2.9% | -14.7% | -17.7% |
| 6M | -11.8% | -17.7% | +5.9% | -8.0% |
| YTD | -8.1% | -13.5% | +5.4% | -6.1% |
| 1Y | -12.0% | -9.7% | -2.2% | -11.6% |
| All | +1.6% | -20.0% | +21.5% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling