+77.2%
SAP vs BURL
-15.9%
+93.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.9% |
| 7D | +4.0% | +3.5% | +0.6% | +3.4% |
| 30D | +15.7% | -9.3% | +25.0% | +17.4% |
| 3M | +23.4% | -32.1% | +55.5% | +31.2% |
| 6M | +41.3% | -19.8% | +61.1% | +45.3% |
| YTD | +2.0% | -13.2% | +15.2% | +3.2% |
| 1Y | -5.1% | -7.8% | +2.7% | -5.4% |
| 3Y | +82.1% | +89.3% | -7.2% | +54.8% |
| 5Y | +77.2% | -15.8% | +93.0% | +63.8% |
| All | +77.2% | -15.9% | +93.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling