+372.1%
SONY vs BURL
+261.4%
+110.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.5% |
| 7D | +6.1% | +7.7% | -1.6% | +4.6% |
| 30D | +12.2% | -7.1% | +19.3% | +13.5% |
| 3M | +15.3% | -30.3% | +45.6% | +22.6% |
| 6M | +34.3% | -15.5% | +49.8% | +37.2% |
| YTD | +5.7% | -11.0% | +16.7% | +6.6% |
| 1Y | -2.3% | -8.4% | +6.1% | -2.4% |
| 3Y | +67.1% | +96.7% | -29.5% | +41.2% |
| 5Y | +13.0% | -14.1% | +27.1% | +7.8% |
| 10Y | +372.1% | +255.1% | +117.0% | +240.0% |
| All | +372.1% | +261.4% | +110.7% | +240.0% |
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 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