-43.1%
SIRI vs BURL
-11.0%
-32.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.0% |
| 7D | +1.6% | -2.8% | +4.4% | +1.9% |
| 30D | -4.7% | -28.2% | +23.5% | -0.4% |
| 3M | +5.3% | -17.6% | +22.9% | +7.8% |
| 6M | +30.5% | -11.8% | +42.3% | +31.9% |
| YTD | +49.6% | -8.1% | +57.8% | +50.2% |
| 1Y | +28.5% | -12.0% | +40.5% | +29.2% |
| 3Y | -27.5% | +63.3% | -90.8% | -33.9% |
| All | -43.1% | -11.0% | -32.2% | -44.8% |
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