+416.9%
SGI vs BURL
+258.4%
+158.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.2% | -1.5% |
| 7D | +5.3% | +3.5% | +1.9% | +3.8% |
| 30D | +8.2% | -9.3% | +17.5% | +12.8% |
| 3M | -2.2% | -32.1% | +29.9% | +14.6% |
| 6M | -8.4% | -19.8% | +11.4% | -0.9% |
| YTD | -23.4% | -13.2% | -10.3% | -20.3% |
| 1Y | -14.0% | -7.8% | -6.1% | -13.8% |
| 3Y | +78.8% | +89.3% | -10.5% | +20.4% |
| 5Y | +58.6% | -15.8% | +74.4% | +47.8% |
| All | +416.9% | +258.4% | +158.5% | +224.4% |
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