+902.7%
BURL vs SBAC
+170.6%
+732.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | +3.5% | +4.4% | -1.0% | +2.3% |
| 30D | -9.3% | +13.8% | -23.1% | -12.6% |
| 3M | -32.1% | +9.0% | -41.1% | -33.9% |
| 6M | -19.8% | -10.0% | -9.8% | -18.1% |
| YTD | -13.2% | +1.8% | -15.0% | -15.5% |
| 1Y | -7.8% | +1.1% | -9.0% | -10.0% |
| 3Y | +89.3% | -9.5% | +98.8% | +86.2% |
| 5Y | -15.8% | -39.0% | +23.2% | -7.0% |
| 10Y | +262.2% | +101.1% | +161.0% | +177.3% |
| All | +902.7% | +170.6% | +732.1% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling