+234.1%
SYY vs BURL
+987.9%
-753.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.5% |
| 7D | -8.8% | +3.5% | -12.3% | -9.6% |
| 30D | -2.9% | -9.3% | +6.4% | -0.6% |
| 3M | -10.7% | -32.1% | +21.5% | -2.4% |
| 6M | +4.0% | -19.8% | +23.8% | +8.4% |
| YTD | +4.3% | -13.2% | +17.5% | +6.1% |
| 1Y | +5.0% | -7.8% | +12.9% | +4.6% |
| 3Y | +21.1% | +89.3% | -68.2% | -5.8% |
| 5Y | +5.0% | -15.8% | +20.8% | -1.7% |
| 10Y | +101.4% | +262.2% | -160.8% | +43.1% |
| All | +234.1% | +987.9% | -753.8% | +125.0% |
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