-13.6%
SIRI vs BURL
+206.3%
-219.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | +0.1% |
| 7D | +4.3% | -2.6% | +6.8% | +4.7% |
| 30D | -2.8% | -30.8% | +27.9% | +4.0% |
| 3M | +5.9% | -18.7% | +24.6% | +9.7% |
| 6M | +31.9% | -16.4% | +48.4% | +35.4% |
| YTD | +48.7% | -11.6% | +60.2% | +50.5% |
| 1Y | +23.2% | -12.0% | +35.2% | +24.1% |
| 3Y | -23.9% | +63.6% | -87.5% | -34.1% |
| 5Y | -43.4% | -12.6% | -30.8% | -45.8% |
| 10Y | -13.6% | +206.5% | -220.1% | -35.1% |
| All | -13.6% | +206.3% | -219.9% | -35.1% |
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