+558.6%
SNPS vs BURL
+215.5%
+343.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.0% |
| 7D | -11.0% | -2.8% | -8.2% | -10.5% |
| 30D | -1.7% | -28.2% | +26.4% | +6.1% |
| 3M | -20.4% | -17.6% | -2.8% | -17.1% |
| 6M | -8.6% | -11.8% | +3.2% | -6.7% |
| YTD | -16.2% | -8.1% | -8.0% | -15.4% |
| 1Y | -34.6% | -12.0% | -22.6% | -33.7% |
| 3Y | -14.5% | +63.3% | -77.8% | -27.4% |
| 5Y | +17.0% | -10.8% | +27.8% | +11.1% |
| All | +558.6% | +215.5% | +343.1% | +388.9% |
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