+69.2%
SPYG vs BURL
-14.7%
+83.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -1.9% | +5.9% | -7.8% | -3.1% |
| 30D | -9.2% | -8.3% | -0.8% | -7.6% |
| 3M | -6.8% | -31.6% | +24.8% | +0.4% |
| 6M | -2.6% | -16.6% | +14.0% | +0.1% |
| YTD | +7.5% | -12.1% | +19.6% | +8.8% |
| 1Y | +6.7% | -10.0% | +16.7% | +7.0% |
| 3Y | +90.1% | +94.3% | -4.2% | +57.5% |
| 5Y | +69.2% | -13.2% | +82.4% | +60.3% |
| All | +69.2% | -14.7% | +83.9% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling