-80.4%
SMR vs BURL
-9.1%
-71.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +1.9% | -0.8% | +2.8% | +2.3% |
| 30D | -21.9% | -4.4% | -17.5% | -20.7% |
| 3M | -47.1% | -28.6% | -18.5% | -40.6% |
| 6M | -60.6% | -12.3% | -48.4% | -61.5% |
| YTD | -63.1% | -11.3% | -51.8% | -63.1% |
| 1Y | -80.4% | -10.4% | -70.0% | -80.5% |
| All | -80.4% | -9.1% | -71.4% | -80.5% |
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