+7.0%
SPYG vs BURL
-7.8%
+14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.6% | +4.1% | -7.7% | -3.9% |
| 30D | -11.2% | -9.5% | -1.7% | -10.3% |
| 3M | -8.1% | -33.5% | +25.4% | -4.6% |
| 6M | -3.3% | -22.1% | +18.8% | -1.6% |
| YTD | +5.5% | -14.6% | +20.1% | +7.1% |
| 1Y | +7.0% | -8.4% | +15.3% | +8.5% |
| All | +7.0% | -7.8% | +14.8% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling