+255.5%
SYY vs BURL
+1,051.1%
-795.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.9% |
| 7D | -2.3% | -2.8% | +0.5% | -1.7% |
| 30D | -4.9% | -28.2% | +23.2% | +2.9% |
| 3M | +8.4% | -17.6% | +26.0% | +13.1% |
| 6M | -7.4% | -11.8% | +4.4% | -5.5% |
| YTD | +11.0% | -8.1% | +19.1% | +11.8% |
| 1Y | -0.2% | -12.0% | +11.7% | +0.7% |
| 3Y | +23.8% | +63.3% | -39.5% | +0.8% |
| 5Y | +18.1% | -10.8% | +28.9% | +9.3% |
| 10Y | +94.6% | +215.9% | -121.3% | +39.0% |
| All | +255.5% | +1,051.1% | -795.6% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling