+390.5%
SN vs BURL
+95.5%
+295.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +1.0% |
| 7D | +10.6% | +10.4% | +0.2% | +6.3% |
| 30D | +20.0% | -4.9% | +25.0% | +22.2% |
| 3M | +30.4% | -29.8% | +60.1% | +49.8% |
| 6M | +91.0% | -16.5% | +107.4% | +102.3% |
| YTD | +95.9% | -10.5% | +106.5% | +101.9% |
| 1Y | +158.9% | -5.3% | +164.2% | +157.0% |
| All | +390.5% | +95.5% | +295.0% | +323.0% |
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