+77.6%
SO vs BURL
-15.9%
+93.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.3% |
| 7D | +0.4% | +3.5% | -3.1% | +0.3% |
| 30D | +9.2% | -9.3% | +18.5% | +9.5% |
| 3M | +1.1% | -32.1% | +33.2% | +2.0% |
| 6M | -1.1% | -19.8% | +18.8% | -0.6% |
| YTD | +9.7% | -13.2% | +22.9% | +9.9% |
| 1Y | +5.5% | -7.8% | +13.3% | +5.4% |
| 3Y | +47.0% | +89.3% | -42.3% | +41.2% |
| 5Y | +77.6% | -15.8% | +93.4% | +69.5% |
| All | +77.6% | -15.9% | +93.4% | +69.5% |
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 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