+89.6%
BURL vs SFM
+24.6%
+65.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.5% |
| 7D | +3.5% | +7.5% | -4.0% | +2.8% |
| 30D | -9.3% | -20.8% | +11.5% | -7.6% |
| 3M | -32.1% | -39.4% | +7.3% | -28.8% |
| 6M | -19.8% | -34.5% | +14.7% | -16.9% |
| YTD | -13.2% | -35.2% | +22.0% | -10.3% |
| 1Y | -7.8% | -35.3% | +27.5% | -4.8% |
| All | +89.6% | +24.6% | +65.0% | +109.0% |
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