-2.7%
SIRI vs BURL
+252.7%
-255.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +12.6% | +4.1% | +8.5% | +11.8% |
| 30D | +25.9% | -9.5% | +35.3% | +28.2% |
| 3M | +10.3% | -33.5% | +43.8% | +18.7% |
| 6M | +24.8% | -22.1% | +46.9% | +29.7% |
| YTD | +68.6% | -14.6% | +83.2% | +71.4% |
| 1Y | +55.9% | -8.4% | +64.3% | +55.7% |
| 3Y | -22.3% | +86.6% | -108.9% | -34.6% |
| 5Y | -38.6% | -17.2% | -21.5% | -40.5% |
| All | -2.7% | +252.7% | -255.4% | -27.3% |
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 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