+66.7%
SNXX vs BURL
-12.0%
+78.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.7% | -23.5% | -16.7% |
| 7D | -47.8% | +10.4% | -58.2% | -48.5% |
| 30D | -66.0% | -4.9% | -61.1% | -65.2% |
| 3M | -57.5% | -29.8% | -27.7% | -53.2% |
| 6M | -66.7% | -16.5% | -50.3% | -67.4% |
| All | +66.7% | -12.0% | +78.7% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling