+195.9%
SPG vs BURL
+1,021.0%
-825.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +0.4% |
| 7D | +8.2% | +10.4% | -2.2% | +4.7% |
| 30D | +13.5% | -4.9% | +18.4% | +15.1% |
| 3M | +2.2% | -29.8% | +32.0% | +13.9% |
| 6M | +15.9% | -16.5% | +32.3% | +21.0% |
| YTD | +27.6% | -10.5% | +38.1% | +29.5% |
| 1Y | +30.9% | -5.3% | +36.3% | +29.3% |
| 3Y | +124.5% | +95.1% | +29.5% | +63.1% |
| 5Y | +79.9% | -12.1% | +91.9% | +64.5% |
| 10Y | +112.9% | +273.2% | -160.2% | +41.5% |
| All | +195.9% | +1,021.0% | -825.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling