-5.3%
BURL vs SNY
+2.7%
-8.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.7% | +3.0% | +6.4% |
| 7D | +10.4% | +12.4% | -2.0% | +7.3% |
| 30D | -4.9% | +20.1% | -25.1% | -8.9% |
| 3M | -29.8% | +11.2% | -41.0% | -31.4% |
| 6M | -16.5% | +9.5% | -26.0% | -18.0% |
| YTD | -10.5% | +3.4% | -13.9% | -11.9% |
| 1Y | -5.3% | +2.0% | -7.3% | -7.3% |
| All | -5.3% | +2.7% | -8.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling