+660.9%
SNPS vs BURL
+232.1%
+428.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | +1.1% | -1.6% | +2.6% | +1.4% |
| 30D | -5.2% | -7.7% | +2.6% | -3.5% |
| 3M | +10.6% | -31.7% | +42.2% | +20.4% |
| 6M | -10.6% | -15.2% | +4.5% | -8.1% |
| YTD | -3.1% | -15.9% | +12.8% | -0.4% |
| 1Y | +15.6% | -14.2% | +29.8% | +17.5% |
| 3Y | -12.9% | +93.5% | -106.5% | -29.1% |
| 5Y | +31.2% | -9.9% | +41.1% | +24.1% |
| All | +660.9% | +232.1% | +428.9% | +476.4% |
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