+960.9%
BURL vs SNY
+46.6%
+914.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | -28.2% | +3.4% | -31.6% | -28.9% |
| 3M | -17.6% | -0.3% | -17.3% | -17.7% |
| 6M | -11.8% | +1.0% | -12.8% | -12.3% |
| YTD | -8.1% | -3.6% | -4.5% | -7.5% |
| 1Y | -12.0% | +3.0% | -15.0% | -13.5% |
| 3Y | +63.3% | -4.3% | +67.6% | +59.9% |
| 5Y | -10.8% | +5.2% | -16.0% | -17.3% |
| 10Y | +215.9% | +70.2% | +145.7% | +145.5% |
| All | +960.9% | +46.6% | +914.3% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling