+73.3%
SPG vs BURL
-15.9%
+89.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.2% |
| 7D | +5.0% | +3.5% | +1.6% | +4.2% |
| 30D | +12.3% | -9.3% | +21.6% | +14.7% |
| 3M | +1.9% | -32.1% | +34.0% | +10.9% |
| 6M | +14.4% | -19.8% | +34.2% | +19.2% |
| YTD | +26.5% | -13.2% | +39.7% | +28.9% |
| 1Y | +30.7% | -7.8% | +38.5% | +30.5% |
| 3Y | +122.6% | +89.3% | +33.3% | +79.8% |
| 5Y | +73.3% | -15.8% | +89.1% | +62.3% |
| All | +73.3% | -15.9% | +89.2% | +62.3% |
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