+352.2%
SAN vs BURL
+215.5%
+136.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | +2.0% | -28.2% | +30.1% | +12.3% |
| 3M | +19.7% | -17.6% | +37.3% | +26.2% |
| 6M | +30.6% | -11.8% | +42.4% | +34.3% |
| YTD | +28.8% | -8.1% | +37.0% | +30.7% |
| 1Y | +57.8% | -12.0% | +69.7% | +60.6% |
| 3Y | +338.1% | +63.3% | +274.8% | +249.3% |
| 5Y | +384.2% | -10.8% | +395.0% | +350.5% |
| All | +352.2% | +215.5% | +136.7% | +218.5% |
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