+124.2%
SPG vs BURL
+89.8%
+34.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.3% |
| 7D | +5.0% | +3.5% | +1.6% | +4.3% |
| 30D | +12.3% | -9.3% | +21.6% | +14.2% |
| 3M | +1.9% | -32.1% | +34.0% | +9.1% |
| 6M | +14.4% | -19.8% | +34.2% | +18.3% |
| YTD | +26.5% | -13.2% | +39.7% | +28.5% |
| 1Y | +30.7% | -7.8% | +38.5% | +30.6% |
| All | +124.2% | +89.8% | +34.4% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling