-10.1%
SNPS vs BURL
+89.8%
-99.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.2% |
| 7D | -10.2% | +3.5% | -13.6% | -10.9% |
| 30D | -12.8% | -9.3% | -3.6% | -11.0% |
| 3M | +9.9% | -32.1% | +42.0% | +19.6% |
| 6M | -12.4% | -19.8% | +7.4% | -8.9% |
| YTD | -6.3% | -13.2% | +6.9% | -4.7% |
| 1Y | +7.6% | -7.8% | +15.5% | +7.1% |
| All | -10.1% | +89.8% | -99.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling