+333.9%
SGI vs BURL
+254.9%
+78.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -10.5% | -0.8% | -9.7% | -10.1% |
| 30D | +0.1% | -4.4% | +4.6% | +2.2% |
| 3M | -4.0% | -28.6% | +24.6% | +10.2% |
| 6M | -5.6% | -12.3% | +6.7% | -2.0% |
| YTD | -29.5% | -11.3% | -18.2% | -27.3% |
| 1Y | -31.5% | -10.4% | -21.1% | -30.4% |
| 3Y | +71.6% | +96.1% | -24.5% | +13.7% |
| 5Y | +50.5% | -5.0% | +55.5% | +32.5% |
| 10Y | +333.9% | +251.8% | +82.1% | +167.0% |
| All | +333.9% | +254.9% | +78.9% | +167.0% |
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