+72.2%
SU vs BURL
-12.4%
+84.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.7% |
| 7D | -1.0% | -2.6% | +1.6% | -1.1% |
| 30D | +13.7% | -30.8% | +44.5% | +11.9% |
| 3M | +8.0% | -18.7% | +26.7% | +7.0% |
| 6M | +21.0% | -16.4% | +37.4% | +19.5% |
| YTD | +56.2% | -11.6% | +67.8% | +53.6% |
| 1Y | +72.2% | -12.0% | +84.2% | +68.8% |
| All | +72.2% | -12.4% | +84.6% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling