-95.8%
SNDQ vs BURL
-29.0%
-66.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.2% | -2.1% |
| 7D | -26.2% | -7.0% | -19.3% | -25.5% |
| 30D | -60.2% | -35.6% | -24.5% | -55.9% |
| 3M | -80.4% | -26.3% | -54.2% | -77.3% |
| All | -95.8% | -29.0% | -66.8% | -95.2% |
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 · Available span rolling