+772.8%
SPGI vs BURL
+1,021.0%
-248.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +1.8% |
| 7D | +7.2% | +10.4% | -3.2% | +5.0% |
| 30D | +23.2% | -4.9% | +28.2% | +24.4% |
| 3M | +17.0% | -29.8% | +46.8% | +25.2% |
| 6M | +20.4% | -16.5% | +36.9% | +23.7% |
| YTD | -1.9% | -10.5% | +8.6% | -1.0% |
| 1Y | +2.9% | -5.3% | +8.2% | +2.2% |
| 3Y | +36.2% | +95.1% | -58.8% | +11.6% |
| 5Y | +14.8% | -12.1% | +26.9% | +7.9% |
| 10Y | +355.1% | +273.2% | +81.9% | +210.4% |
| All | +772.8% | +1,021.0% | -248.2% | +456.4% |
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