+240.7%
BURL vs STLA
+18.3%
+222.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +4.1% | -4.5% | +8.6% | +5.6% |
| 30D | -9.5% | -3.9% | -5.6% | -8.7% |
| 3M | -33.5% | -20.2% | -13.3% | -29.2% |
| 6M | -22.1% | -42.2% | +20.1% | -8.3% |
| YTD | -14.6% | -59.3% | +44.7% | +10.5% |
| 1Y | -8.4% | -56.1% | +47.7% | +14.5% |
| 3Y | +86.6% | -73.7% | +160.2% | +167.1% |
| 5Y | -17.2% | -70.3% | +53.1% | +9.4% |
| All | +240.7% | +18.3% | +222.3% | +257.1% |
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