-89.4%
SNDQ vs BURL
-23.7%
-65.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +4.2% | -16.4% | -12.4% |
| 7D | +23.4% | +7.7% | +15.7% | +21.5% |
| 30D | +128.3% | -7.1% | +135.5% | +127.0% |
| 3M | -2.6% | -30.3% | +27.7% | +5.5% |
| 6M | -62.1% | -15.5% | -46.6% | -55.9% |
| All | -89.4% | -23.7% | -65.7% | -88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling