+89.6%
BURL vs SBAC
-8.7%
+98.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.9% |
| 7D | +3.5% | +4.4% | -1.0% | +3.2% |
| 30D | -9.3% | +13.8% | -23.1% | -10.0% |
| 3M | -32.1% | +9.0% | -41.1% | -32.5% |
| 6M | -19.8% | -10.0% | -9.8% | -19.3% |
| YTD | -13.2% | +1.8% | -15.0% | -13.4% |
| 1Y | -7.8% | +1.1% | -9.0% | -7.9% |
| All | +89.6% | -8.7% | +98.2% | +94.3% |
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