+291.8%
SO vs BURL
+987.9%
-696.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.5% |
| 7D | +0.4% | +3.5% | -3.1% | 0.0% |
| 30D | +9.2% | -9.3% | +18.5% | +10.1% |
| 3M | +1.1% | -32.1% | +33.2% | +4.4% |
| 6M | -1.1% | -19.8% | +18.8% | +0.5% |
| YTD | +9.7% | -13.2% | +22.9% | +10.3% |
| 1Y | +5.5% | -7.8% | +13.3% | +5.3% |
| 3Y | +47.0% | +89.3% | -42.3% | +33.3% |
| 5Y | +77.6% | -15.8% | +93.4% | +72.9% |
| 10Y | +181.0% | +262.2% | -81.2% | +139.9% |
| All | +291.8% | +987.9% | -696.1% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling