+342.0%
SU vs BURL
-11.0%
+353.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +3.6% | -2.8% | +6.4% | +3.8% |
| 30D | +7.9% | -28.2% | +36.0% | +11.3% |
| 3M | +3.5% | -17.6% | +21.1% | +5.2% |
| 6M | +19.0% | -11.8% | +30.7% | +19.5% |
| YTD | +55.0% | -8.1% | +63.1% | +54.8% |
| 1Y | +71.2% | -12.0% | +83.2% | +71.3% |
| 3Y | +117.4% | +63.3% | +54.1% | +98.2% |
| All | +342.0% | -11.0% | +353.0% | +351.2% |
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