+755.9%
SPGI vs BURL
+987.9%
-232.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | +2.6% | +3.5% | -0.9% | +1.8% |
| 30D | +19.3% | -9.3% | +28.5% | +21.5% |
| 3M | +15.5% | -32.1% | +47.6% | +24.4% |
| 6M | +18.3% | -19.8% | +38.2% | +22.6% |
| YTD | -3.8% | -13.2% | +9.4% | -2.3% |
| 1Y | +1.3% | -7.8% | +9.2% | +1.2% |
| 3Y | +33.6% | +89.3% | -55.7% | +10.1% |
| 5Y | +13.2% | -15.8% | +29.0% | +7.4% |
| 10Y | +346.3% | +262.2% | +84.1% | +206.3% |
| All | +755.9% | +987.9% | -232.0% | +449.0% |
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