-12.0%
BURL vs SNY
+2.0%
-14.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -28.2% | +3.4% | -31.6% | -28.5% |
| 3M | -17.6% | -0.3% | -17.3% | -17.5% |
| 6M | -11.8% | +1.0% | -12.8% | -12.1% |
| YTD | -8.1% | -3.6% | -4.5% | -8.3% |
| 1Y | -12.0% | +3.0% | -15.0% | -12.5% |
| All | -12.0% | +2.0% | -14.0% | -12.5% |
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