+245.2%
SAN vs BURL
+258.4%
-13.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | +3.5% | +3.5% | 0.0% | +2.5% |
| 30D | -13.2% | -9.3% | -3.9% | -10.7% |
| 3M | -16.9% | -32.1% | +15.2% | -7.4% |
| 6M | +2.3% | -19.8% | +22.2% | +8.0% |
| YTD | +4.9% | -13.2% | +18.1% | +7.8% |
| 1Y | +20.4% | -7.8% | +28.3% | +20.6% |
| 3Y | +243.2% | +89.3% | +153.9% | +159.2% |
| 5Y | +275.3% | -15.8% | +291.1% | +254.4% |
| All | +245.2% | +258.4% | -13.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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