+240.7%
BURL vs SM
+8.2%
+232.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +4.1% | -25.9% | +30.0% | +7.0% |
| 30D | -9.5% | -15.1% | +5.7% | -8.3% |
| 3M | -33.5% | +4.9% | -38.4% | -34.4% |
| 6M | -22.1% | +6.1% | -28.2% | -23.8% |
| YTD | -14.6% | +63.4% | -78.0% | -21.0% |
| 1Y | -8.4% | +72.5% | -80.8% | -15.9% |
| 3Y | +86.6% | -16.9% | +103.5% | +82.5% |
| 5Y | -17.2% | -10.6% | -6.5% | -21.5% |
| All | +240.7% | +8.2% | +232.5% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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