+319.5%
SN vs BURL
+49.8%
+269.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -2.0% |
| 7D | -9.3% | -2.8% | -6.5% | -8.5% |
| 30D | -4.8% | -28.2% | +23.4% | +7.4% |
| 3M | +40.4% | -17.6% | +58.0% | +50.2% |
| 6M | +50.9% | -11.8% | +62.7% | +57.1% |
| YTD | +54.9% | -8.1% | +63.1% | +58.7% |
| 1Y | +43.0% | -12.0% | +55.0% | +47.5% |
| 3Y | +391.8% | +63.3% | +328.5% | +263.9% |
| All | +319.5% | +49.8% | +269.7% | +185.1% |
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