+89.7%
SITM vs BURL
-9.5%
+99.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.8% |
| 7D | +17.2% | -0.8% | +18.0% | +17.9% |
| 30D | -17.1% | -4.4% | -12.7% | -15.7% |
| 3M | -29.2% | -28.6% | -0.6% | -16.2% |
| 6M | -47.6% | -12.3% | -35.3% | -45.4% |
| YTD | +33.8% | -11.3% | +45.1% | +37.0% |
| 1Y | +54.1% | -10.4% | +64.5% | +54.8% |
| 3Y | +337.6% | +96.1% | +241.5% | +179.7% |
| 5Y | +89.7% | -5.0% | +94.7% | +103.8% |
| All | +89.7% | -9.5% | +99.2% | +103.8% |
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