+1,506.5%
SIMO vs BURL
+987.9%
+518.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.4% | -13.8% |
| 7D | -31.4% | +3.5% | -34.9% | -31.9% |
| 30D | -45.2% | -9.3% | -35.9% | -44.2% |
| 3M | -36.5% | -32.1% | -4.4% | -31.6% |
| 6M | -34.2% | -19.8% | -14.4% | -31.9% |
| YTD | +69.9% | -13.2% | +83.1% | +72.5% |
| 1Y | +60.4% | -7.8% | +68.2% | +60.1% |
| 3Y | +203.1% | +89.3% | +113.8% | +158.5% |
| 5Y | +145.4% | -15.8% | +161.3% | +137.6% |
| 10Y | +368.9% | +262.2% | +106.7% | +251.6% |
| All | +1,506.5% | +987.9% | +518.6% | +1,062.3% |
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 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