+2,630.8%
SITM vs BURL
+22.3%
+2,608.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.9% | -9.0% | -10.4% |
| 7D | -27.3% | +3.5% | -30.7% | -28.9% |
| 30D | -50.1% | -9.3% | -40.8% | -47.8% |
| 3M | -34.6% | -32.1% | -2.5% | -20.8% |
| 6M | -40.5% | -19.8% | -20.7% | -35.4% |
| YTD | +0.5% | -13.2% | +13.7% | +4.2% |
| 1Y | +27.2% | -7.8% | +35.0% | +25.4% |
| 3Y | +216.7% | +89.3% | +127.3% | +108.5% |
| 5Y | +23.5% | -15.8% | +39.3% | +19.4% |
| All | +2,630.8% | +22.3% | +2,608.4% | +1,735.6% |
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 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