+119.7%
SPMO vs BURL
-9.5%
+129.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -10.0% | -4.4% | -5.6% | -9.4% |
| 3M | -9.4% | -28.6% | +19.2% | -4.4% |
| 6M | -7.7% | -12.3% | +4.6% | -6.5% |
| YTD | +13.3% | -11.3% | +24.6% | +14.3% |
| 1Y | +12.7% | -10.4% | +23.1% | +13.1% |
| 3Y | +127.5% | +96.1% | +31.4% | +98.2% |
| 5Y | +119.7% | -5.0% | +124.7% | +112.9% |
| All | +119.7% | -9.5% | +129.2% | +112.9% |
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