-84.3%
SMR vs BURL
-7.8%
-76.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.6% | +17.8% | +16.7% |
| 7D | -9.6% | +4.1% | -13.7% | -10.7% |
| 30D | -33.8% | -9.5% | -24.3% | -31.7% |
| 3M | -46.4% | -33.5% | -12.8% | -39.1% |
| 6M | -62.4% | -22.1% | -40.3% | -61.1% |
| YTD | -64.1% | -14.6% | -49.6% | -63.7% |
| 1Y | -84.3% | -8.4% | -76.0% | -84.4% |
| All | -84.3% | -7.8% | -76.5% | -84.4% |
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 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