+13.4%
SYY vs BURL
-9.5%
+22.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -2.2% | -4.4% | +2.2% | -1.6% |
| 3M | -8.0% | -28.6% | +20.5% | -3.5% |
| 6M | +7.5% | -12.3% | +19.8% | +8.8% |
| YTD | +7.4% | -11.3% | +18.7% | +8.3% |
| 1Y | +4.9% | -10.4% | +15.3% | +5.2% |
| 3Y | +24.1% | +96.1% | -72.0% | +3.9% |
| 5Y | +13.4% | -5.0% | +18.4% | +6.6% |
| All | +13.4% | -9.5% | +22.9% | +6.6% |
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