+24.0%
SYY vs BURL
+86.7%
-62.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | -7.3% | +4.1% | -11.4% | -7.6% |
| 30D | +0.1% | -9.5% | +9.6% | +0.9% |
| 3M | -8.9% | -33.5% | +24.6% | -5.9% |
| 6M | +5.5% | -22.1% | +27.6% | +7.4% |
| YTD | +6.6% | -14.6% | +21.1% | +7.6% |
| 1Y | +7.7% | -8.4% | +16.1% | +7.9% |
| 3Y | +24.0% | +86.6% | -62.5% | +17.9% |
| All | +24.0% | +86.7% | -62.7% | +17.9% |
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