+78.0%
SPG vs BURL
-17.2%
+95.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +4.9% | +4.1% | +0.8% | +3.9% |
| 30D | +15.6% | -9.5% | +25.1% | +18.1% |
| 3M | +4.1% | -33.5% | +37.6% | +13.8% |
| 6M | +13.6% | -22.1% | +35.7% | +19.1% |
| YTD | +27.5% | -14.6% | +42.1% | +30.4% |
| 1Y | +32.2% | -8.4% | +40.6% | +32.2% |
| 3Y | +126.0% | +86.6% | +39.4% | +83.2% |
| All | +78.0% | -17.2% | +95.2% | +66.5% |
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 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