+189.7%
SW vs BURL
+269.3%
-79.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.0% |
| 7D | +12.1% | +10.4% | +1.6% | +10.5% |
| 30D | +6.6% | -4.9% | +11.5% | +7.2% |
| 3M | -6.0% | -29.8% | +23.7% | -1.7% |
| 6M | +21.5% | -16.5% | +37.9% | +24.0% |
| YTD | +20.3% | -10.5% | +30.9% | +21.8% |
| 1Y | +28.1% | -5.3% | +33.5% | +28.5% |
| 3Y | +51.6% | +95.1% | -43.5% | +41.0% |
| 5Y | -0.1% | -12.1% | +11.9% | -3.2% |
| 10Y | +189.7% | +273.2% | -83.4% | +170.2% |
| All | +189.7% | +269.3% | -79.6% | +170.2% |
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 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