+56.5%
SMR vs BURL
+63.9%
-7.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.9% |
| 7D | +4.4% | -2.8% | +7.2% | +5.8% |
| 30D | +3.4% | -28.2% | +31.6% | +22.6% |
| 3M | -19.2% | -17.6% | -1.6% | -12.4% |
| 6M | -22.6% | -11.8% | -10.9% | -19.9% |
| YTD | -31.5% | -8.1% | -23.4% | -30.6% |
| 1Y | -73.1% | -12.0% | -61.1% | -72.4% |
| All | +56.5% | +63.9% | -7.5% | -0.3% |
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