+960.9%
BURL vs SM
-46.0%
+1,006.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -28.2% | +26.3% | -54.5% | -29.8% |
| 3M | -17.6% | +8.7% | -26.3% | -18.7% |
| 6M | -11.8% | +51.7% | -63.5% | -16.2% |
| YTD | -8.1% | +99.0% | -107.2% | -15.3% |
| 1Y | -12.0% | +34.6% | -46.5% | -15.8% |
| 3Y | +63.3% | -7.8% | +71.1% | +59.5% |
| 5Y | -10.8% | +104.8% | -115.6% | -20.4% |
| 10Y | +215.9% | +7.2% | +208.7% | +131.4% |
| All | +960.9% | -46.0% | +1,006.9% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling