+103.1%
SPG vs BURL
-11.0%
+114.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | -6.8% | -28.2% | +21.3% | +0.5% |
| 3M | +2.7% | -17.6% | +20.3% | +7.1% |
| 6M | +5.5% | -11.8% | +17.2% | +7.6% |
| YTD | +15.7% | -8.1% | +23.8% | +16.7% |
| 1Y | +20.9% | -12.0% | +32.8% | +22.3% |
| 3Y | +112.4% | +63.3% | +49.1% | +78.3% |
| All | +103.1% | -11.0% | +114.1% | +95.1% |
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