+449.2%
SPMO vs BURL
+247.8%
+201.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -2.6% | +5.9% | -8.5% | -3.8% |
| 30D | -14.2% | -8.3% | -5.9% | -12.9% |
| 3M | -12.7% | -31.6% | +19.0% | -6.4% |
| 6M | -9.6% | -16.6% | +7.0% | -7.3% |
| YTD | +9.3% | -12.1% | +21.4% | +10.6% |
| 1Y | +8.2% | -10.0% | +18.2% | +8.6% |
| 3Y | +119.4% | +94.3% | +25.1% | +84.4% |
| 5Y | +112.5% | -13.2% | +125.7% | +103.6% |
| 10Y | +449.2% | +252.5% | +196.7% | +329.6% |
| All | +449.2% | +247.8% | +201.4% | +329.6% |
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