+411.2%
SPYG vs BURL
+215.5%
+195.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +1.0% |
| 30D | -0.4% | -28.2% | +27.7% | +6.8% |
| 3M | +0.5% | -17.6% | +18.1% | +4.5% |
| 6M | +17.5% | -11.8% | +29.2% | +19.6% |
| YTD | +14.3% | -8.1% | +22.5% | +15.2% |
| 1Y | +21.7% | -12.0% | +33.7% | +22.9% |
| 3Y | +98.6% | +63.3% | +35.3% | +69.6% |
| 5Y | +85.1% | -10.8% | +95.9% | +74.4% |
| All | +411.2% | +215.5% | +195.8% | +286.8% |
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 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