+15.3%
SYY vs BURL
-10.8%
+26.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -4.8% | -7.7% | +3.0% | -3.7% |
| 3M | -7.1% | -31.7% | +24.6% | -1.9% |
| 6M | +6.8% | -15.2% | +22.0% | +8.7% |
| YTD | +7.7% | -15.9% | +23.6% | +9.4% |
| 1Y | +5.7% | -14.2% | +19.9% | +6.7% |
| 3Y | +24.6% | +93.5% | -69.0% | +4.3% |
| All | +15.3% | -10.8% | +26.1% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling