+663.1%
SNPS vs BURL
+252.7%
+410.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.7% |
| 7D | -3.7% | +4.1% | -7.7% | -4.7% |
| 30D | -10.4% | -9.5% | -0.9% | -8.4% |
| 3M | +11.0% | -33.5% | +44.5% | +21.7% |
| 6M | -10.7% | -22.1% | +11.4% | -6.2% |
| YTD | -4.1% | -14.6% | +10.5% | -1.8% |
| 1Y | +13.7% | -8.4% | +22.1% | +13.7% |
| 3Y | -8.1% | +86.6% | -94.6% | -24.4% |
| 5Y | +32.2% | -17.2% | +49.4% | +27.6% |
| All | +663.1% | +252.7% | +410.4% | +472.5% |
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