+269.0%
SGI vs BURL
+215.5%
+53.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.6% |
| 7D | +8.5% | -2.8% | +11.3% | +9.7% |
| 30D | +0.7% | -28.2% | +28.8% | +15.6% |
| 3M | +0.6% | -17.6% | +18.2% | +8.5% |
| 6M | -17.9% | -11.8% | -6.2% | -14.6% |
| YTD | -21.2% | -8.1% | -13.0% | -19.6% |
| 1Y | -18.9% | -12.0% | -6.9% | -16.9% |
| 3Y | +52.6% | +63.3% | -10.7% | +10.4% |
| 5Y | +60.7% | -10.8% | +71.5% | +46.3% |
| All | +269.0% | +215.5% | +53.6% | +155.3% |
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