-48.1%
SMR vs BURL
+12.8%
-60.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.6% |
| 7D | -2.8% | +5.9% | -8.6% | -4.9% |
| 30D | -27.5% | -8.3% | -19.2% | -25.2% |
| 3M | -43.1% | -31.6% | -11.5% | -35.2% |
| 6M | -58.4% | -16.6% | -41.8% | -56.7% |
| YTD | -63.2% | -12.1% | -51.1% | -62.1% |
| 1Y | -81.6% | -10.0% | -71.7% | -81.4% |
| 3Y | +149.8% | +94.3% | +55.5% | +107.1% |
| All | -48.1% | +12.8% | -60.9% | -57.1% |
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