+308.3%
SPYM vs BURL
+252.7%
+55.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -2.7% | +4.1% | -6.8% | -3.5% |
| 30D | -5.4% | -9.5% | +4.1% | -3.5% |
| 3M | -4.1% | -33.5% | +29.4% | +3.8% |
| 6M | +0.8% | -22.1% | +22.9% | +5.0% |
| YTD | +8.8% | -14.6% | +23.3% | +10.8% |
| 1Y | +11.0% | -8.4% | +19.3% | +10.8% |
| 3Y | +75.5% | +86.6% | -11.1% | +45.9% |
| 5Y | +68.4% | -17.2% | +85.6% | +61.6% |
| All | +308.3% | +252.7% | +55.6% | +213.0% |
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 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