-16.5%
BURL vs SFM
-32.4%
+15.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +7.7% |
| 7D | +10.4% | -12.3% | +22.7% | +10.1% |
| 30D | -4.9% | -16.2% | +11.3% | -4.9% |
| 3M | -29.8% | -36.8% | +7.0% | -29.2% |
| 6M | -16.5% | -32.6% | +16.1% | -13.6% |
| All | -16.5% | -32.4% | +15.9% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling