+645.9%
SNPS vs BURL
+258.4%
+387.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.2% |
| 7D | -10.2% | +3.5% | -13.6% | -11.0% |
| 30D | -12.8% | -9.3% | -3.6% | -10.9% |
| 3M | +9.9% | -32.1% | +42.0% | +19.9% |
| 6M | -12.4% | -19.8% | +7.4% | -8.6% |
| YTD | -6.3% | -13.2% | +6.9% | -4.4% |
| 1Y | +7.6% | -7.8% | +15.5% | +7.5% |
| 3Y | -9.8% | +89.3% | -99.1% | -26.1% |
| 5Y | +29.2% | -15.8% | +45.0% | +24.3% |
| All | +645.9% | +258.4% | +387.5% | +457.5% |
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