+67.8%
SPYG vs BURL
-10.8%
+78.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | -6.5% | -7.7% | +1.3% | -5.0% |
| 3M | -6.8% | -31.7% | +24.8% | +0.4% |
| 6M | -3.1% | -15.2% | +12.0% | -0.9% |
| YTD | +8.0% | -15.9% | +23.9% | +10.4% |
| 1Y | +10.2% | -14.2% | +24.4% | +11.6% |
| 3Y | +91.0% | +93.5% | -2.5% | +57.8% |
| All | +67.8% | -10.8% | +78.6% | +60.8% |
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