+27.6%
SYY vs BURL
+95.8%
-68.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.6% |
| 7D | -4.1% | +7.7% | -11.8% | -4.7% |
| 30D | +0.3% | -7.1% | +7.5% | +0.8% |
| 3M | -6.3% | -30.3% | +23.9% | -3.7% |
| 6M | +9.7% | -15.5% | +25.2% | +10.8% |
| YTD | +9.4% | -11.0% | +20.4% | +10.1% |
| 1Y | +7.3% | -8.4% | +15.7% | +7.5% |
| 3Y | +27.6% | +96.7% | -69.0% | +21.2% |
| All | +27.6% | +95.8% | -68.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling