+255.1%
BURL vs SBAC
+97.3%
+157.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +7.7% | +3.0% | +4.7% | +6.9% |
| 30D | -7.1% | +4.3% | -11.5% | -8.2% |
| 3M | -30.3% | +4.1% | -34.4% | -31.3% |
| 6M | -15.5% | -11.6% | -3.9% | -13.2% |
| YTD | -11.0% | +0.4% | -11.3% | -12.9% |
| 1Y | -8.4% | -1.1% | -7.3% | -10.0% |
| 3Y | +96.7% | -7.3% | +103.9% | +91.3% |
| 5Y | -14.1% | -40.8% | +26.7% | -3.7% |
| 10Y | +255.1% | +103.0% | +152.1% | +217.0% |
| All | +255.1% | +97.3% | +157.8% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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