+10.9%
SONY vs BURL
-7.3%
+18.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +9.6% | -4.3% | +13.9% | +10.3% |
| 3M | +13.3% | -28.8% | +42.0% | +19.5% |
| 6M | +20.3% | -12.8% | +33.1% | +22.1% |
| YTD | +4.1% | -12.8% | +16.9% | +5.3% |
| 1Y | -11.9% | -12.3% | +0.4% | -11.3% |
| 3Y | +56.6% | +92.7% | -36.1% | +34.2% |
| 5Y | +10.9% | -6.5% | +17.5% | +5.1% |
| All | +10.9% | -7.3% | +18.3% | +5.1% |
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