+91.3%
SNOW vs BURL
+86.7%
+4.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -9.9% | +4.1% | -13.9% | -10.3% |
| 30D | -17.1% | -9.5% | -7.7% | -16.2% |
| 3M | -13.2% | -33.5% | +20.3% | -9.5% |
| 6M | +97.4% | -22.1% | +119.5% | +100.4% |
| YTD | +25.8% | -14.6% | +40.3% | +24.4% |
| 1Y | +4.2% | -8.4% | +12.6% | +0.4% |
| 3Y | +91.3% | +86.6% | +4.8% | +77.7% |
| All | +91.3% | +86.7% | +4.6% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling