-16.5%
BURL vs SBAC
-9.0%
-7.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.8% | +1.9% | +7.6% |
| 7D | +10.4% | +5.8% | +4.6% | +10.3% |
| 30D | -4.9% | +20.8% | -25.7% | -3.7% |
| 3M | -29.8% | +4.8% | -34.5% | -30.0% |
| 6M | -16.5% | -9.1% | -7.3% | -23.4% |
| All | -16.5% | -9.0% | -7.5% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling