+30.9%
SPG vs BURL
-4.6%
+35.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +1.8% |
| 7D | +8.2% | +10.4% | -2.2% | +6.7% |
| 30D | +13.5% | -4.9% | +18.4% | +14.0% |
| 3M | +2.2% | -29.8% | +32.0% | +6.9% |
| 6M | +15.9% | -16.5% | +32.3% | +18.1% |
| YTD | +27.6% | -10.5% | +38.1% | +29.6% |
| 1Y | +30.9% | -5.3% | +36.3% | +32.5% |
| All | +30.9% | -4.6% | +35.5% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling