-53.7%
SMR vs BURL
+7.9%
-61.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.0% |
| 7D | -8.3% | -1.6% | -6.7% | -7.6% |
| 30D | -20.1% | -7.7% | -12.3% | -17.7% |
| 3M | -52.7% | -31.7% | -21.0% | -46.0% |
| 6M | -61.0% | -15.2% | -45.9% | -59.7% |
| YTD | -67.1% | -15.9% | -51.2% | -65.6% |
| 1Y | -79.9% | -14.2% | -65.7% | -79.2% |
| 3Y | +101.7% | +93.5% | +8.2% | +68.9% |
| All | -53.7% | +7.9% | -61.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling