+323.2%
SITM vs BURL
+97.0%
+226.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +7.6% |
| 7D | +9.4% | +7.7% | +1.7% | +5.0% |
| 30D | -25.4% | -7.1% | -18.2% | -22.9% |
| 3M | -37.0% | -30.3% | -6.7% | -25.3% |
| 6M | -45.1% | -15.5% | -29.6% | -42.1% |
| YTD | +29.4% | -11.0% | +40.4% | +31.6% |
| 1Y | +39.8% | -8.4% | +48.2% | +37.8% |
| All | +323.2% | +97.0% | +226.2% | +263.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling