+86.6%
BURL vs SBAC
-10.4%
+96.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +4.1% | +1.2% | +2.9% | +4.0% |
| 30D | -9.5% | +11.2% | -20.6% | -10.0% |
| 3M | -33.5% | +4.5% | -38.0% | -33.7% |
| 6M | -22.1% | -12.2% | -9.9% | -21.4% |
| YTD | -14.6% | -0.1% | -14.4% | -14.6% |
| 1Y | -8.4% | -0.3% | -8.1% | -8.4% |
| 3Y | +86.6% | -8.7% | +95.3% | +91.4% |
| All | +86.6% | -10.4% | +96.9% | +91.4% |
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