+104.2%
BURL vs SNY
+22.7%
+81.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -4.4% | +21.9% | -26.3% | -7.2% |
| 3M | -28.6% | +11.2% | -39.8% | -29.7% |
| 6M | -12.3% | +14.0% | -26.2% | -14.0% |
| YTD | -11.3% | +5.5% | -16.8% | -12.3% |
| 1Y | -10.4% | -1.1% | -9.3% | -10.9% |
| All | +104.2% | +22.7% | +81.5% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling