+433.2%
SNXX vs BURL
-13.0%
+446.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.0% |
| 7D | +26.7% | -2.6% | +29.3% | +27.6% |
| 30D | +90.7% | -30.8% | +121.4% | +108.7% |
| 3M | -30.9% | -18.7% | -12.2% | -32.7% |
| 6M | +409.9% | -16.4% | +426.4% | +399.2% |
| All | +433.2% | -13.0% | +446.2% | +435.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling