+32.1%
SOLS vs BURL
-4.0%
+36.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.4% |
| 7D | +0.3% | -2.8% | +3.1% | +0.7% |
| 30D | +2.1% | -28.2% | +30.3% | +8.8% |
| 3M | -24.1% | -17.6% | -6.6% | -22.4% |
| 6M | -15.0% | -11.8% | -3.2% | -14.1% |
| YTD | +31.6% | -8.1% | +39.7% | +32.5% |
| All | +32.1% | -4.0% | +36.1% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling