+22.0%
SPGI vs BURL
+63.9%
-41.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | +8.4% | -28.2% | +36.6% | +13.1% |
| 3M | +11.8% | -17.6% | +29.4% | +14.5% |
| 6M | +5.7% | -11.8% | +17.5% | +6.8% |
| YTD | -9.7% | -8.1% | -1.5% | -9.3% |
| 1Y | -12.5% | -12.0% | -0.5% | -11.7% |
| All | +22.0% | +63.9% | -41.9% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling