-15.9%
BURL vs SM
-11.5%
-4.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +4.1% | -25.9% | +30.0% | +7.8% |
| 30D | -9.5% | -15.1% | +5.7% | -8.1% |
| 3M | -33.5% | +4.9% | -38.4% | -35.1% |
| 6M | -22.1% | +6.1% | -28.2% | -25.0% |
| YTD | -14.6% | +63.4% | -78.0% | -25.5% |
| 1Y | -8.4% | +72.5% | -80.8% | -21.1% |
| 3Y | +86.6% | -16.9% | +103.5% | +77.9% |
| All | -15.9% | -11.5% | -4.4% | -22.3% |
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 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