+392.2%
SPYG vs BURL
+261.4%
+130.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.8% |
| 7D | 0.0% | +7.7% | -7.7% | -1.6% |
| 30D | -8.4% | -7.1% | -1.2% | -7.0% |
| 3M | -6.2% | -30.3% | +24.1% | +1.0% |
| 6M | -1.8% | -15.5% | +13.8% | +0.8% |
| YTD | +8.4% | -11.0% | +19.3% | +9.5% |
| 1Y | +10.1% | -8.4% | +18.5% | +10.0% |
| 3Y | +94.9% | +96.7% | -1.7% | +59.3% |
| 5Y | +68.5% | -14.1% | +82.5% | +59.8% |
| 10Y | +392.2% | +255.1% | +137.2% | +270.1% |
| All | +392.2% | +261.4% | +130.8% | +270.1% |
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