+246.2%
BURL vs STLA
+18.6%
+227.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.5% |
| 7D | +3.5% | -5.5% | +9.0% | +5.4% |
| 30D | -9.3% | -3.7% | -5.6% | -8.6% |
| 3M | -32.1% | -21.1% | -11.0% | -27.4% |
| 6M | -19.8% | -38.3% | +18.5% | -7.7% |
| YTD | -13.2% | -59.2% | +46.0% | +12.2% |
| 1Y | -7.8% | -56.7% | +48.8% | +15.8% |
| 3Y | +89.3% | -74.3% | +163.6% | +173.8% |
| 5Y | -15.8% | -70.2% | +54.4% | +11.1% |
| All | +246.2% | +18.6% | +227.6% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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