+384.1%
SPYG vs BURL
+252.7%
+131.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | -11.2% | -9.5% | -1.7% | -9.3% |
| 3M | -8.1% | -33.5% | +25.4% | 0.0% |
| 6M | -3.3% | -22.1% | +18.8% | +1.0% |
| YTD | +5.5% | -14.6% | +20.1% | +7.6% |
| 1Y | +7.0% | -8.4% | +15.3% | +6.8% |
| 3Y | +89.5% | +86.6% | +2.9% | +56.7% |
| 5Y | +63.3% | -17.2% | +80.4% | +56.1% |
| All | +384.1% | +252.7% | +131.4% | +266.9% |
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 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