+175.2%
SO vs BURL
+252.7%
-77.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -1.5% | +4.1% | -5.5% | -1.9% |
| 30D | +8.1% | -9.5% | +17.5% | +9.0% |
| 3M | +0.2% | -33.5% | +33.7% | +4.1% |
| 6M | +0.4% | -22.1% | +22.5% | +2.4% |
| YTD | +8.5% | -14.6% | +23.1% | +9.4% |
| 1Y | +4.9% | -8.4% | +13.3% | +4.8% |
| 3Y | +47.9% | +86.6% | -38.7% | +32.1% |
| 5Y | +75.7% | -17.2% | +92.8% | +71.8% |
| All | +175.2% | +252.7% | -77.5% | +135.7% |
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