+573.2%
SPMO vs BURL
+436.6%
+136.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | -1.9% | -17.6% | +15.7% | +1.3% |
| 6M | +25.0% | -11.8% | +36.8% | +26.9% |
| YTD | +26.0% | -8.1% | +34.2% | +26.8% |
| 1Y | +28.7% | -12.0% | +40.6% | +29.8% |
| 3Y | +160.9% | +63.3% | +97.6% | +129.8% |
| 5Y | +147.9% | -10.8% | +158.7% | +136.7% |
| 10Y | +518.9% | +215.9% | +303.0% | +394.2% |
| All | +573.2% | +436.6% | +136.7% | +431.2% |
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 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