+94.9%
SPYG vs BURL
+95.8%
-0.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.9% |
| 7D | 0.0% | +7.7% | -7.7% | -1.3% |
| 30D | -8.4% | -7.1% | -1.2% | -7.3% |
| 3M | -6.2% | -30.3% | +24.1% | -0.3% |
| 6M | -1.8% | -15.5% | +13.8% | +0.3% |
| YTD | +8.4% | -11.0% | +19.3% | +9.2% |
| 1Y | +10.1% | -8.4% | +18.5% | +9.9% |
| 3Y | +94.9% | +96.7% | -1.7% | +85.0% |
| All | +94.9% | +95.8% | -0.8% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling