+88.9%
SYY vs BURL
+247.8%
-158.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +4.7% | +5.9% | -1.1% | +3.1% |
| 30D | -0.7% | -8.3% | +7.7% | +1.6% |
| 3M | -6.8% | -31.6% | +24.9% | +2.9% |
| 6M | +8.6% | -16.6% | +25.2% | +12.6% |
| YTD | +8.4% | -12.1% | +20.5% | +10.0% |
| 1Y | +7.1% | -10.0% | +17.1% | +7.2% |
| 3Y | +25.2% | +94.3% | -69.1% | -7.9% |
| 5Y | +13.0% | -13.2% | +26.2% | +4.5% |
| 10Y | +88.9% | +252.5% | -163.6% | +27.3% |
| All | +88.9% | +247.8% | -158.9% | +27.3% |
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