-10.7%
BURL vs STLA
-62.4%
+51.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | -2.8% | +2.6% | -5.4% | -3.6% |
| 30D | -28.2% | -1.2% | -26.9% | -28.1% |
| 3M | -17.6% | -24.8% | +7.2% | -10.8% |
| 6M | -11.8% | -25.6% | +13.8% | -4.8% |
| YTD | -8.1% | -48.9% | +40.8% | +9.8% |
| 1Y | -12.0% | -38.8% | +26.8% | -3.0% |
| 3Y | +63.3% | -64.5% | +127.8% | +110.5% |
| All | -10.7% | -62.4% | +51.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling