+3,107.0%
SITM vs BURL
+20.4%
+3,086.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.6% | +19.0% | +18.3% |
| 7D | -6.7% | +4.1% | -10.8% | -9.3% |
| 30D | -37.3% | -9.5% | -27.9% | -34.5% |
| 3M | -39.4% | -33.5% | -5.8% | -25.8% |
| 6M | -33.1% | -22.1% | -11.0% | -26.3% |
| YTD | +18.0% | -14.6% | +32.6% | +23.3% |
| 1Y | +22.7% | -8.4% | +31.1% | +21.3% |
| 3Y | +283.8% | +86.6% | +197.2% | +154.3% |
| 5Y | +45.0% | -17.2% | +62.2% | +41.2% |
| All | +3,107.0% | +20.4% | +3,086.7% | +2,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling