+9.3%
SYY vs BURL
-17.2%
+26.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -7.3% | +4.1% | -11.4% | -7.9% |
| 30D | +0.1% | -9.5% | +9.6% | +1.5% |
| 3M | -8.2% | -33.5% | +25.3% | -2.7% |
| 6M | +6.3% | -22.1% | +28.4% | +9.6% |
| YTD | +7.3% | -14.6% | +21.9% | +8.8% |
| 1Y | +8.5% | -8.4% | +16.8% | +8.4% |
| 3Y | +24.9% | +86.6% | -61.6% | +5.6% |
| All | +9.3% | -17.2% | +26.4% | +5.6% |
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 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