+4,727.7%
SNDK vs BURL
+1.8%
+4,726.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.4% |
| 7D | +13.1% | -2.6% | +15.7% | +14.3% |
| 30D | +43.4% | -30.8% | +74.1% | +65.6% |
| 3M | +5.8% | -18.7% | +24.5% | +12.1% |
| 6M | +229.6% | -16.4% | +246.0% | +242.4% |
| YTD | +632.2% | -11.6% | +643.7% | +640.0% |
| 1Y | +2,365.4% | -12.0% | +2,377.4% | +2,356.6% |
| All | +4,727.7% | +1.8% | +4,726.0% | +4,315.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling