+64.2%
BURL vs STLA
-64.3%
+128.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -2.8% | +2.6% | -5.4% | -3.4% |
| 30D | -28.2% | -1.2% | -26.9% | -28.1% |
| 3M | -17.6% | -24.8% | +7.2% | -12.5% |
| 6M | -11.8% | -25.6% | +13.8% | -6.5% |
| YTD | -8.1% | -48.9% | +40.8% | +5.3% |
| 1Y | -12.0% | -38.8% | +26.8% | -5.4% |
| All | +64.2% | -64.3% | +128.4% | +90.4% |
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