+237.4%
SAN vs BURL
+252.7%
-15.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +4.9% | +4.1% | +0.8% | +3.7% |
| 30D | -13.0% | -9.5% | -3.5% | -10.5% |
| 3M | -18.9% | -33.5% | +14.6% | -8.9% |
| 6M | -4.1% | -22.1% | +17.9% | +2.0% |
| YTD | +2.6% | -14.6% | +17.1% | +5.9% |
| 1Y | +16.9% | -8.4% | +25.3% | +17.3% |
| 3Y | +239.1% | +86.6% | +152.5% | +157.2% |
| 5Y | +266.8% | -17.2% | +284.0% | +248.1% |
| All | +237.4% | +252.7% | -15.3% | +136.3% |
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