+460.5%
SPMO vs BURL
+232.1%
+228.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.9% |
| 7D | +6.3% | -1.6% | +7.9% | +6.7% |
| 30D | -8.9% | -7.7% | -1.1% | -7.5% |
| 3M | -13.2% | -31.7% | +18.4% | -6.9% |
| 6M | -9.3% | -15.2% | +5.9% | -7.3% |
| YTD | +11.6% | -15.9% | +27.5% | +13.9% |
| 1Y | +13.4% | -14.2% | +27.6% | +14.8% |
| 3Y | +122.9% | +93.5% | +29.4% | +87.4% |
| 5Y | +113.9% | -9.9% | +123.8% | +103.1% |
| All | +460.5% | +232.1% | +228.4% | +342.2% |
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