+172.1%
SITM vs BURL
-11.0%
+183.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.2% |
| 7D | +9.7% | -2.8% | +12.5% | +11.2% |
| 30D | +12.7% | -28.2% | +40.9% | +33.4% |
| 3M | -13.4% | -17.6% | +4.2% | -5.3% |
| 6M | +59.6% | -11.8% | +71.4% | +65.9% |
| YTD | +73.3% | -8.1% | +81.4% | +75.7% |
| 1Y | +165.5% | -12.0% | +177.5% | +170.6% |
| 3Y | +368.7% | +63.3% | +305.4% | +242.1% |
| All | +172.1% | -11.0% | +183.1% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling