+64.2%
BURL vs SBAC
-8.8%
+73.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -28.2% | +6.9% | -35.1% | -28.7% |
| 3M | -17.6% | -8.2% | -9.4% | -17.0% |
| 6M | -11.8% | -1.6% | -10.1% | -11.8% |
| YTD | -8.1% | -0.1% | -8.0% | -8.4% |
| 1Y | -12.0% | -0.5% | -11.5% | -12.3% |
| All | +64.2% | -8.8% | +73.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling