+249.6%
SU vs BURL
+217.6%
+32.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | +3.6% | -2.8% | +6.4% | +4.1% |
| 30D | +7.9% | -28.2% | +36.0% | +15.8% |
| 3M | +3.5% | -17.6% | +21.1% | +7.4% |
| 6M | +19.0% | -11.8% | +30.7% | +20.4% |
| YTD | +55.0% | -8.1% | +63.1% | +55.0% |
| 1Y | +71.2% | -12.0% | +83.2% | +71.8% |
| 3Y | +117.4% | +63.3% | +54.1% | +78.0% |
| 5Y | +335.2% | -10.8% | +346.0% | +307.8% |
| All | +249.6% | +217.6% | +32.0% | +149.6% |
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