+20.2%
SOLS vs BURL
-10.7%
+30.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.6% |
| 7D | -4.2% | +4.1% | -8.3% | -4.7% |
| 30D | -3.9% | -9.5% | +5.6% | -2.3% |
| 3M | -6.6% | -33.5% | +26.9% | +0.6% |
| 6M | -29.1% | -22.1% | -7.0% | -27.3% |
| YTD | +19.8% | -14.6% | +34.3% | +21.7% |
| 1Y | +29.2% | -8.4% | +37.6% | +22.1% |
| All | +20.2% | -10.7% | +30.9% | +12.5% |
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