+93.8%
SYY vs BURL
+215.5%
-121.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | -2.3% | -2.8% | +0.5% | -1.6% |
| 30D | -4.9% | -28.2% | +23.2% | +4.0% |
| 3M | +8.4% | -17.6% | +26.0% | +13.8% |
| 6M | -7.4% | -11.8% | +4.4% | -5.3% |
| YTD | +11.0% | -8.1% | +19.1% | +11.8% |
| 1Y | -0.2% | -12.0% | +11.7% | +0.7% |
| 3Y | +23.8% | +63.3% | -39.5% | -3.2% |
| 5Y | +18.1% | -10.8% | +28.9% | +8.9% |
| All | +93.8% | +215.5% | -121.7% | +21.6% |
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