+3,319.5%
SITM vs BURL
+18.5%
+3,301.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -2.0% | -3.6% |
| 7D | +6.6% | -1.6% | +8.2% | +7.8% |
| 30D | -15.3% | -7.7% | -7.6% | -12.3% |
| 3M | -35.4% | -31.7% | -3.7% | -21.9% |
| 6M | -46.8% | -15.2% | -31.6% | -43.6% |
| YTD | +25.9% | -15.9% | +41.8% | +32.8% |
| 1Y | +54.0% | -14.2% | +68.2% | +58.6% |
| 3Y | +315.6% | +93.5% | +222.1% | +170.4% |
| 5Y | +74.4% | -9.9% | +84.3% | +64.1% |
| All | +3,319.5% | +18.5% | +3,301.1% | +2,240.1% |
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