-5.2%
SIRI vs BURL
+247.8%
-253.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | +5.5% | +5.9% | -0.3% | +4.4% |
| 30D | +22.6% | -8.3% | +30.9% | +24.6% |
| 3M | +12.9% | -31.6% | +44.6% | +20.9% |
| 6M | +22.3% | -16.6% | +38.9% | +25.4% |
| YTD | +67.8% | -12.1% | +79.9% | +69.6% |
| 1Y | +54.6% | -10.0% | +64.5% | +54.9% |
| 3Y | -21.4% | +94.3% | -115.7% | -34.4% |
| 5Y | -39.2% | -13.2% | -26.0% | -41.7% |
| 10Y | -5.2% | +252.5% | -257.7% | -29.5% |
| All | -5.2% | +247.8% | -253.0% | -29.5% |
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