+1,129.9%
SNPS vs BURL
+1,021.0%
+109.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.7% |
| 7D | -3.9% | +10.4% | -14.3% | -6.1% |
| 30D | -5.2% | -4.9% | -0.3% | -4.3% |
| 3M | +14.6% | -29.8% | +44.4% | +23.1% |
| 6M | -6.9% | -16.5% | +9.5% | -4.2% |
| YTD | -1.4% | -10.5% | +9.1% | -0.3% |
| 1Y | +11.2% | -5.3% | +16.5% | +10.4% |
| 3Y | -5.1% | +95.1% | -100.2% | -21.0% |
| 5Y | +35.5% | -12.1% | +47.5% | +28.9% |
| 10Y | +703.0% | +273.2% | +429.9% | +488.1% |
| All | +1,129.9% | +1,021.0% | +109.0% | +730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling