+88.7%
SYY vs BURL
+252.7%
-164.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | -7.3% | +4.1% | -11.4% | -8.3% |
| 30D | +0.1% | -9.5% | +9.6% | +2.7% |
| 3M | -8.2% | -33.5% | +25.3% | +2.0% |
| 6M | +6.3% | -22.1% | +28.4% | +12.2% |
| YTD | +7.3% | -14.6% | +21.9% | +9.8% |
| 1Y | +8.5% | -8.4% | +16.8% | +8.0% |
| 3Y | +24.9% | +86.6% | -61.6% | -7.0% |
| 5Y | +8.0% | -17.2% | +25.2% | +1.5% |
| All | +88.7% | +252.7% | -164.0% | +27.4% |
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