+18.6%
SNOW vs BURL
+19.3%
-0.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | -16.4% | -4.4% | -12.0% | -15.6% |
| 3M | -9.9% | -28.6% | +18.7% | -2.6% |
| 6M | +98.8% | -12.3% | +111.1% | +100.4% |
| YTD | +37.3% | -11.3% | +48.6% | +36.8% |
| 1Y | +11.0% | -10.4% | +21.5% | +9.1% |
| 3Y | +87.8% | +96.1% | -8.3% | +38.3% |
| 5Y | -18.4% | -5.0% | -13.4% | -31.7% |
| All | +18.6% | +19.3% | -0.7% | +12.6% |
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