+64.2%
BURL vs SFM
+108.0%
-43.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -28.2% | -4.4% | -23.8% | -27.8% |
| 3M | -17.6% | +1.5% | -19.1% | -17.8% |
| 6M | -11.8% | +6.5% | -18.3% | -13.2% |
| YTD | -8.1% | +2.2% | -10.3% | -9.1% |
| 1Y | -12.0% | -41.9% | +29.9% | -4.0% |
| All | +64.2% | +108.0% | -43.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling