+2,754.4%
SMCI vs BURL
+1,051.1%
+1,703.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.6% |
| 7D | +6.8% | -2.8% | +9.6% | +7.8% |
| 30D | +30.6% | -28.2% | +58.7% | +45.9% |
| 3M | -15.6% | -17.6% | +2.0% | -10.6% |
| 6M | +21.3% | -11.8% | +33.0% | +25.3% |
| YTD | +35.3% | -8.1% | +43.4% | +37.6% |
| 1Y | -2.7% | -12.0% | +9.2% | -0.6% |
| 3Y | +40.3% | +63.3% | -23.0% | +15.9% |
| 5Y | +941.8% | -10.8% | +952.7% | +891.3% |
| 10Y | +1,687.4% | +215.9% | +1,471.5% | +982.8% |
| All | +2,754.4% | +1,051.1% | +1,703.3% | +1,135.1% |
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