+240.7%
BURL vs SFM
+138.2%
+102.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.1% |
| 7D | +4.1% | -1.2% | +5.3% | +4.2% |
| 30D | -9.5% | -24.8% | +15.3% | -7.2% |
| 3M | -33.5% | -43.7% | +10.2% | -29.7% |
| 6M | -22.1% | -37.3% | +15.2% | -18.9% |
| YTD | -14.6% | -38.4% | +23.8% | -11.4% |
| 1Y | -8.4% | -36.9% | +28.6% | -5.2% |
| 3Y | +86.6% | +20.7% | +65.9% | +78.2% |
| 5Y | -17.2% | +103.5% | -120.6% | -25.9% |
| All | +240.7% | +138.2% | +102.5% | +197.8% |
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