+448.0%
SNXX vs BURL
-18.5%
+466.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.1% | +4.3% |
| 7D | +27.3% | -7.0% | +34.3% | +29.7% |
| 30D | +89.3% | -35.6% | +124.9% | +110.9% |
| 3M | -29.6% | -26.3% | -3.3% | -28.8% |
| 6M | +324.4% | -20.7% | +345.1% | +320.5% |
| All | +448.0% | -18.5% | +466.5% | +458.4% |
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