+67.8%
SPYM vs BURL
-15.8%
+83.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -3.9% |
| 7D | -4.7% | +3.5% | -8.2% | -5.3% |
| 30D | -5.9% | -9.3% | +3.4% | -4.4% |
| 3M | -4.5% | -32.1% | +27.6% | +1.8% |
| 6M | +1.9% | -19.8% | +21.7% | +4.9% |
| YTD | +8.4% | -13.2% | +21.6% | +9.8% |
| 1Y | +9.4% | -7.8% | +17.3% | +9.2% |
| 3Y | +75.3% | +89.3% | -14.0% | +50.2% |
| All | +67.8% | -15.8% | +83.6% | +59.7% |
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