+199.1%
SU vs BURL
+970.5%
-771.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -13.4% | +4.1% | -17.5% | -14.2% |
| 30D | +0.9% | -9.5% | +10.3% | +2.6% |
| 3M | +12.8% | -33.5% | +46.3% | +21.4% |
| 6M | +8.3% | -22.1% | +30.4% | +12.2% |
| YTD | +58.2% | -14.6% | +72.8% | +59.8% |
| 1Y | +67.1% | -8.4% | +75.5% | +65.5% |
| 3Y | +125.6% | +86.6% | +39.1% | +82.7% |
| 5Y | +213.6% | -17.2% | +230.8% | +196.8% |
| 10Y | +234.7% | +256.4% | -21.7% | +146.7% |
| All | +199.1% | +970.5% | -771.5% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling