+4,733.3%
SNDK vs BURL
+5.7%
+4,727.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.8% |
| 7D | +17.2% | -2.8% | +20.0% | +18.4% |
| 30D | +28.8% | -28.2% | +57.0% | +46.6% |
| 3M | -1.1% | -17.6% | +16.5% | +4.5% |
| 6M | +190.5% | -11.8% | +202.2% | +194.1% |
| YTD | +633.0% | -8.1% | +641.1% | +629.8% |
| 1Y | +2,684.0% | -12.0% | +2,696.0% | +2,670.3% |
| All | +4,733.3% | +5.7% | +4,727.6% | +4,254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling