-11.8%
BURL vs SM
+57.2%
-69.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.9% |
| 30D | -28.2% | +25.6% | -53.7% | -25.1% |
| 3M | -17.6% | +8.0% | -25.6% | -16.5% |
| 6M | -11.8% | +50.8% | -62.6% | -5.2% |
| All | -11.8% | +57.2% | -69.0% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling