+402.1%
SPYG vs BURL
+244.4%
+157.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -7.4% | -4.3% | -3.1% | -6.6% |
| 3M | -5.3% | -28.8% | +23.5% | +1.5% |
| 6M | -1.2% | -12.8% | +11.6% | +0.7% |
| YTD | +9.0% | -12.8% | +21.8% | +10.7% |
| 1Y | +8.8% | -12.3% | +21.1% | +9.8% |
| 3Y | +92.8% | +92.7% | +0.1% | +58.2% |
| 5Y | +69.3% | -6.5% | +75.8% | +57.5% |
| All | +402.1% | +244.4% | +157.6% | +278.1% |
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