+3,318.8%
SITM vs BURL
+23.9%
+3,295.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | -0.1% | +5.9% | -6.0% | -3.5% |
| 30D | -27.4% | -8.3% | -19.1% | -24.6% |
| 3M | -35.6% | -31.6% | -3.9% | -22.2% |
| 6M | -46.6% | -16.6% | -30.0% | -43.0% |
| YTD | +25.8% | -12.1% | +37.9% | +29.6% |
| 1Y | +38.2% | -10.0% | +48.2% | +38.7% |
| 3Y | +311.5% | +94.3% | +217.2% | +167.1% |
| 5Y | +94.6% | -13.2% | +107.8% | +85.4% |
| All | +3,318.8% | +23.9% | +3,295.0% | +2,182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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