+28.5%
SIRI vs BURL
-9.5%
+38.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.8% |
| 7D | +1.6% | -2.8% | +4.4% | +1.8% |
| 30D | -4.7% | -28.2% | +23.5% | -2.5% |
| 3M | +5.3% | -17.6% | +22.9% | +6.6% |
| 6M | +30.5% | -11.8% | +42.3% | +31.2% |
| YTD | +49.6% | -8.1% | +57.8% | +49.6% |
| 1Y | +28.5% | -12.0% | +40.5% | +25.3% |
| All | +28.5% | -9.5% | +38.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling