-3.3%
SLB vs BURL
+215.5%
-218.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.5% |
| 30D | +15.8% | -28.2% | +44.0% | +26.4% |
| 3M | -0.3% | -17.6% | +17.2% | +4.3% |
| 6M | +21.3% | -11.8% | +33.1% | +23.9% |
| YTD | +52.3% | -8.1% | +60.4% | +53.4% |
| 1Y | +63.6% | -12.0% | +75.6% | +65.6% |
| 3Y | +3.8% | +63.3% | -59.5% | -16.3% |
| 5Y | +128.6% | -10.8% | +139.5% | +114.8% |
| All | -3.3% | +215.5% | -218.8% | -31.6% |
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