+331.8%
SPGI vs BURL
+252.7%
+79.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +0.3% | +4.1% | -3.8% | -0.6% |
| 30D | +18.4% | -9.5% | +27.8% | +20.8% |
| 3M | +15.7% | -33.5% | +49.2% | +25.7% |
| 6M | +17.3% | -22.1% | +39.4% | +22.4% |
| YTD | -4.7% | -14.6% | +9.8% | -2.9% |
| 1Y | +1.8% | -8.4% | +10.2% | +1.7% |
| 3Y | +31.7% | +86.6% | -54.9% | +7.1% |
| 5Y | +12.1% | -17.2% | +29.2% | +7.0% |
| All | +331.8% | +252.7% | +79.2% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling