+226.2%
SU vs BURL
-10.8%
+237.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.2% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | -7.9% | -7.7% | -0.1% | -7.3% |
| 3M | +7.5% | -31.7% | +39.2% | +11.1% |
| 6M | +7.2% | -15.2% | +22.4% | +8.0% |
| YTD | +60.9% | -15.9% | +76.8% | +61.6% |
| 1Y | +63.6% | -14.2% | +77.9% | +63.6% |
| 3Y | +128.9% | +93.5% | +35.4% | +103.7% |
| All | +226.2% | -10.8% | +237.0% | +225.2% |
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