+139.0%
SN vs BURL
-10.6%
+149.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.9% |
| 7D | +7.6% | +5.9% | +1.7% | +5.8% |
| 30D | +22.4% | -8.3% | +30.8% | +25.1% |
| 3M | +21.7% | -31.6% | +53.3% | +36.8% |
| 6M | +102.8% | -16.6% | +119.4% | +111.2% |
| YTD | +102.4% | -12.1% | +114.5% | +115.1% |
| 1Y | +139.0% | -10.0% | +149.0% | +154.9% |
| All | +139.0% | -10.6% | +149.6% | +154.9% |
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