-8.2%
SIRI vs BURL
+1,051.1%
-1,059.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -4.7% | -28.2% | +23.5% | +0.9% |
| 3M | +5.3% | -17.6% | +22.9% | +8.6% |
| 6M | +30.5% | -11.8% | +42.3% | +32.4% |
| YTD | +49.6% | -8.1% | +57.8% | +50.4% |
| 1Y | +28.5% | -12.0% | +40.5% | +29.4% |
| 3Y | -27.5% | +63.3% | -90.8% | -36.4% |
| 5Y | -44.7% | -10.8% | -33.8% | -47.3% |
| 10Y | -12.6% | +215.9% | -228.5% | -35.5% |
| All | -8.2% | +1,051.1% | -1,059.3% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling