+34.0%
SMR vs BURL
+89.8%
-55.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.9% | -11.9% | -13.4% |
| 7D | -26.2% | +3.5% | -29.7% | -27.5% |
| 30D | -45.5% | -9.3% | -36.2% | -42.9% |
| 3M | -53.4% | -32.1% | -21.3% | -44.1% |
| 6M | -63.2% | -19.8% | -43.4% | -60.4% |
| YTD | -69.2% | -13.2% | -56.0% | -68.0% |
| 1Y | -88.5% | -7.8% | -80.6% | -88.6% |
| All | +34.0% | +89.8% | -55.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling