+89.6%
BURL vs STLA
-74.0%
+163.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.0% |
| 7D | +3.5% | -5.5% | +9.0% | +4.7% |
| 30D | -9.3% | -3.7% | -5.6% | -8.7% |
| 3M | -32.1% | -21.1% | -11.0% | -29.0% |
| 6M | -19.8% | -38.3% | +18.5% | -12.0% |
| YTD | -13.2% | -59.2% | +46.0% | +3.3% |
| 1Y | -7.8% | -56.7% | +48.8% | +7.3% |
| All | +89.6% | -74.0% | +163.6% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling