+300.6%
SAP vs BURL
+987.9%
-687.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.0% |
| 7D | +4.0% | +3.5% | +0.6% | +3.4% |
| 30D | +15.7% | -9.3% | +25.0% | +17.7% |
| 3M | +23.4% | -32.1% | +55.5% | +31.9% |
| 6M | +41.3% | -19.8% | +61.1% | +45.7% |
| YTD | +2.0% | -13.2% | +15.2% | +3.3% |
| 1Y | -5.1% | -7.8% | +2.7% | -5.3% |
| 3Y | +82.1% | +89.3% | -7.2% | +53.5% |
| 5Y | +77.2% | -15.8% | +93.0% | +68.6% |
| 10Y | +233.6% | +262.2% | -28.5% | +146.3% |
| All | +300.6% | +987.9% | -687.3% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling