-85.6%
SMR vs BURL
-4.6%
-81.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -6.6% |
| 7D | -9.5% | +10.4% | -19.9% | -12.2% |
| 30D | -33.2% | -4.9% | -28.3% | -32.1% |
| 3M | -45.9% | -29.8% | -16.2% | -39.5% |
| 6M | -57.9% | -16.5% | -41.4% | -57.5% |
| YTD | -63.8% | -10.5% | -53.2% | -63.9% |
| 1Y | -85.6% | -5.3% | -80.3% | -86.0% |
| All | -85.6% | -4.6% | -81.0% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling