+155.0%
SO vs BURL
+215.5%
-60.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.0% |
| 7D | -0.2% | -2.8% | +2.6% | +0.1% |
| 30D | -4.6% | -28.2% | +23.6% | -1.5% |
| 3M | -3.0% | -17.6% | +14.6% | -1.3% |
| 6M | -8.3% | -11.8% | +3.5% | -7.5% |
| YTD | +3.5% | -8.1% | +11.7% | +3.8% |
| 1Y | -0.9% | -12.0% | +11.0% | -0.5% |
| 3Y | +45.4% | +63.3% | -17.9% | +32.3% |
| 5Y | +59.6% | -10.8% | +70.4% | +54.9% |
| All | +155.0% | +215.5% | -60.5% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling