-15.8%
BURL vs SM
-8.9%
-7.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.4% |
| 7D | +3.5% | -25.1% | +28.6% | +7.0% |
| 30D | -9.3% | -15.6% | +6.3% | -7.8% |
| 3M | -32.1% | +2.7% | -34.8% | -33.5% |
| 6M | -19.8% | -3.8% | -16.0% | -21.5% |
| YTD | -13.2% | +61.8% | -75.0% | -24.2% |
| 1Y | -7.8% | +71.4% | -79.2% | -20.6% |
| 3Y | +89.3% | -20.7% | +110.0% | +81.9% |
| 5Y | -15.8% | -11.5% | -4.3% | -22.5% |
| All | -15.8% | -8.9% | -7.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling