+425.4%
SN vs BURL
+41.6%
+383.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | +0.1% |
| 7D | +3.8% | +3.5% | +0.4% | +2.5% |
| 30D | +17.5% | -9.3% | +26.8% | +21.5% |
| 3M | +19.2% | -32.1% | +51.3% | +36.7% |
| 6M | +84.9% | -19.8% | +104.7% | +97.8% |
| YTD | +94.0% | -13.2% | +107.2% | +101.9% |
| 1Y | +151.3% | -7.8% | +159.2% | +153.1% |
| 3Y | +387.1% | +89.3% | +297.7% | +350.5% |
| All | +425.4% | +41.6% | +383.8% | +262.8% |
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