+246.2%
BURL vs SM
+7.1%
+239.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | +3.5% | -25.1% | +28.6% | +6.2% |
| 30D | -9.3% | -15.6% | +6.3% | -8.1% |
| 3M | -32.1% | +2.7% | -34.8% | -32.9% |
| 6M | -19.8% | -3.8% | -16.0% | -20.7% |
| YTD | -13.2% | +61.8% | -75.0% | -19.6% |
| 1Y | -7.8% | +71.4% | -79.2% | -15.3% |
| 3Y | +89.3% | -20.7% | +110.0% | +86.1% |
| 5Y | -15.8% | -11.5% | -4.3% | -20.1% |
| All | +246.2% | +7.1% | +239.1% | +127.2% |
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