+252.5%
BURL vs SFM
+138.5%
+114.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | +5.9% | -6.9% | +12.8% | +6.7% |
| 30D | -8.3% | -25.0% | +16.7% | -6.0% |
| 3M | -31.6% | -42.7% | +11.1% | -27.9% |
| 6M | -16.6% | -41.0% | +24.4% | -12.6% |
| YTD | -12.1% | -38.7% | +26.6% | -8.7% |
| 1Y | -10.0% | -38.1% | +28.2% | -6.7% |
| 3Y | +94.3% | +19.3% | +74.9% | +85.7% |
| 5Y | -13.2% | +103.1% | -116.3% | -22.5% |
| 10Y | +252.5% | +131.1% | +121.4% | +209.4% |
| All | +252.5% | +138.5% | +114.0% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling