+82.7%
SAP vs BURL
+89.8%
-7.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | +4.0% | +3.5% | +0.6% | +3.6% |
| 30D | +15.7% | -9.3% | +25.0% | +16.9% |
| 3M | +23.4% | -32.1% | +55.5% | +29.2% |
| 6M | +41.3% | -19.8% | +61.1% | +44.3% |
| YTD | +2.0% | -13.2% | +15.2% | +2.9% |
| 1Y | -5.1% | -7.8% | +2.7% | -5.4% |
| All | +82.7% | +89.8% | -7.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling