-12.5%
SPGI vs BURL
-9.5%
-2.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +8.4% | -28.2% | +36.6% | +10.3% |
| 3M | +11.8% | -17.6% | +29.4% | +13.1% |
| 6M | +5.7% | -11.8% | +17.5% | +6.2% |
| YTD | -9.7% | -8.1% | -1.5% | -8.8% |
| 1Y | -12.5% | -12.0% | -0.5% | -14.0% |
| All | -12.5% | -9.5% | -2.9% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling