-5.0%
BURL vs SNY
+16.6%
-21.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | -4.4% | +21.9% | -26.3% | -8.1% |
| 3M | -28.6% | +11.2% | -39.8% | -30.1% |
| 6M | -12.3% | +14.0% | -26.2% | -14.7% |
| YTD | -11.3% | +5.5% | -16.8% | -12.5% |
| 1Y | -10.4% | -1.1% | -9.3% | -10.6% |
| 3Y | +96.1% | +21.2% | +74.9% | +84.0% |
| 5Y | -5.0% | +16.4% | -21.4% | -15.3% |
| All | -5.0% | +16.6% | -21.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling