+214.4%
SU vs BURL
+261.4%
-47.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.8% |
| 7D | -10.6% | +7.7% | -18.3% | -12.1% |
| 30D | -6.6% | -7.1% | +0.5% | -5.4% |
| 3M | +12.9% | -30.3% | +43.2% | +21.4% |
| 6M | +6.7% | -15.5% | +22.3% | +9.0% |
| YTD | +55.2% | -11.0% | +66.2% | +55.4% |
| 1Y | +61.5% | -8.4% | +70.0% | +59.9% |
| 3Y | +128.7% | +96.7% | +32.0% | +76.5% |
| 5Y | +210.8% | -14.1% | +224.9% | +192.9% |
| 10Y | +214.4% | +255.1% | -40.7% | +133.9% |
| All | +214.4% | +261.4% | -47.0% | +133.9% |
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