+178.2%
SAP vs BURL
+215.5%
-37.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | +9.0% | -28.2% | +37.2% | +16.2% |
| 3M | +14.9% | -17.6% | +32.5% | +19.1% |
| 6M | +11.9% | -11.8% | +23.7% | +13.7% |
| YTD | -9.9% | -8.1% | -1.8% | -9.4% |
| 1Y | -19.5% | -12.0% | -7.6% | -18.9% |
| 3Y | +61.8% | +63.3% | -1.5% | +38.5% |
| 5Y | +56.2% | -10.8% | +67.0% | +47.1% |
| All | +178.2% | +215.5% | -37.2% | +106.4% |
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