+165.7%
SLV vs BURL
-11.0%
+176.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -0.3% | -2.8% | +2.5% | -0.1% |
| 30D | +6.7% | -28.2% | +34.8% | +9.5% |
| 3M | -10.7% | -17.6% | +6.9% | -9.4% |
| 6M | -20.6% | -11.8% | -8.8% | -20.0% |
| YTD | -7.1% | -8.1% | +1.0% | -6.8% |
| 1Y | +62.0% | -12.0% | +73.9% | +62.7% |
| 3Y | +169.8% | +63.3% | +106.5% | +157.9% |
| All | +165.7% | -11.0% | +176.7% | +138.4% |
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