+147.9%
SPMO vs BURL
-11.0%
+158.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +1.1% |
| 7D | +2.0% | -2.8% | +4.8% | +2.5% |
| 30D | -0.4% | -28.2% | +27.8% | +5.2% |
| 3M | -1.9% | -17.6% | +15.7% | +1.0% |
| 6M | +25.0% | -11.8% | +36.8% | +26.7% |
| YTD | +26.0% | -8.1% | +34.2% | +26.7% |
| 1Y | +28.7% | -12.0% | +40.6% | +29.7% |
| 3Y | +160.9% | +63.3% | +97.6% | +134.2% |
| All | +147.9% | -11.0% | +158.8% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling