-6.2%
SIRI vs BURL
+254.9%
-261.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +22.2% | -4.4% | +26.7% | +23.2% |
| 3M | +14.1% | -28.6% | +42.7% | +21.1% |
| 6M | +22.5% | -12.3% | +34.8% | +24.5% |
| YTD | +67.9% | -11.3% | +79.2% | +69.4% |
| 1Y | +54.6% | -10.4% | +65.0% | +55.1% |
| 3Y | -21.3% | +96.1% | -117.4% | -34.4% |
| 5Y | -40.4% | -5.0% | -35.4% | -44.0% |
| 10Y | -6.2% | +251.8% | -258.1% | -30.4% |
| All | -6.2% | +254.9% | -261.2% | -30.4% |
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