+32.8%
SNOW vs BURL
+23.5%
+9.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.1% |
| 7D | +2.8% | -2.8% | +5.6% | +3.5% |
| 30D | +6.4% | -28.2% | +34.6% | +15.2% |
| 3M | +38.1% | -17.6% | +55.7% | +44.0% |
| 6M | +100.4% | -11.8% | +112.2% | +101.5% |
| YTD | +53.7% | -8.1% | +61.9% | +52.3% |
| 1Y | +52.0% | -12.0% | +63.9% | +50.7% |
| 3Y | +114.7% | +63.3% | +51.4% | +68.9% |
| 5Y | +8.8% | -10.8% | +19.6% | -10.4% |
| All | +32.8% | +23.5% | +9.2% | +25.3% |
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