-12.6%
BURL vs SNY
+6.4%
-18.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.3% |
| 7D | -2.6% | -2.7% | +0.2% | -2.0% |
| 30D | -30.8% | -0.7% | -30.1% | -30.7% |
| 3M | -18.7% | -1.6% | -17.0% | -18.5% |
| 6M | -16.4% | +2.3% | -18.7% | -16.9% |
| YTD | -11.6% | -6.0% | -5.6% | -10.7% |
| 1Y | -12.0% | -2.7% | -9.3% | -12.0% |
| 3Y | +63.6% | -7.5% | +71.1% | +62.5% |
| 5Y | -12.6% | +6.7% | -19.3% | -21.1% |
| All | -12.6% | +6.4% | -18.9% | -21.1% |
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