+933.1%
BURL vs SFM
+18.9%
+914.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +7.3% |
| 7D | +10.4% | -12.3% | +22.7% | +11.5% |
| 30D | -4.9% | -16.2% | +11.3% | -3.4% |
| 3M | -29.8% | -36.8% | +7.0% | -26.1% |
| 6M | -16.5% | -32.6% | +16.1% | -13.3% |
| YTD | -10.5% | -31.7% | +21.2% | -7.8% |
| 1Y | -5.3% | -35.0% | +29.7% | -1.8% |
| 3Y | +95.1% | +30.6% | +64.4% | +81.8% |
| 5Y | -12.1% | +136.0% | -148.1% | -25.6% |
| 10Y | +273.2% | +165.6% | +107.5% | +197.6% |
| All | +933.1% | +18.9% | +914.3% | +824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling