+559.3%
SGI vs BURL
+1,051.1%
-491.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +8.5% | -2.8% | +11.3% | +9.6% |
| 30D | +0.7% | -28.2% | +28.8% | +14.4% |
| 3M | +0.6% | -17.6% | +18.2% | +7.9% |
| 6M | -17.9% | -11.8% | -6.2% | -14.8% |
| YTD | -21.2% | -8.1% | -13.0% | -19.7% |
| 1Y | -18.9% | -12.0% | -6.9% | -17.0% |
| 3Y | +52.6% | +63.3% | -10.7% | +14.5% |
| 5Y | +60.7% | -10.8% | +71.5% | +47.1% |
| 10Y | +278.1% | +215.9% | +62.2% | +126.3% |
| All | +559.3% | +1,051.1% | -491.8% | +223.5% |
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