+192.1%
BURL vs SNY
+62.8%
+129.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.6% | -6.2% |
| 7D | -7.0% | -3.6% | -3.3% | -6.0% |
| 30D | -35.6% | -1.4% | -34.2% | -35.3% |
| 3M | -26.3% | -4.2% | -22.1% | -25.5% |
| 6M | -20.7% | +2.0% | -22.7% | -21.3% |
| YTD | -17.2% | -6.7% | -10.5% | -15.9% |
| 1Y | -15.0% | -4.7% | -10.4% | -14.5% |
| 3Y | +53.2% | -8.1% | +61.4% | +51.9% |
| 5Y | -18.7% | +8.2% | -26.9% | -26.0% |
| 10Y | +192.1% | +64.8% | +127.3% | +139.2% |
| All | +192.1% | +62.8% | +129.3% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling