+20.3%
SGOV vs BURL
+15.0%
+5.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -7.9% | +8.0% | +0.1% |
| 30D | +0.3% | -33.7% | +34.0% | +0.3% |
| 3M | +0.9% | -27.2% | +28.1% | +0.9% |
| 6M | +1.8% | -22.1% | +23.9% | +1.8% |
| YTD | +2.5% | -17.6% | +20.1% | +2.5% |
| 1Y | +3.8% | -14.9% | +18.7% | +3.8% |
| 3Y | +14.4% | +52.5% | -38.1% | +14.4% |
| 5Y | +20.1% | -17.1% | +37.3% | +20.1% |
| All | +20.3% | +15.0% | +5.3% | +20.2% |
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