-41.7%
SIRI vs BURL
-10.8%
-30.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +21.1% | -7.7% | +28.9% | +22.4% |
| 3M | +14.7% | -31.7% | +46.4% | +20.5% |
| 6M | +22.9% | -15.2% | +38.1% | +24.9% |
| YTD | +65.7% | -15.9% | +81.7% | +68.1% |
| 1Y | +53.5% | -14.2% | +67.7% | +54.7% |
| 3Y | -23.0% | +93.5% | -116.5% | -31.4% |
| All | -41.7% | -10.8% | -30.9% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling