+107.5%
STLD vs BURL
+86.7%
+20.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -11.1% | +4.1% | -15.2% | -11.9% |
| 30D | -4.8% | -9.5% | +4.7% | -2.9% |
| 3M | -14.6% | -33.5% | +19.0% | -6.7% |
| 6M | -7.4% | -22.1% | +14.7% | -3.1% |
| YTD | +32.6% | -14.6% | +47.1% | +35.4% |
| 1Y | +47.3% | -8.4% | +55.7% | +47.0% |
| 3Y | +107.5% | +86.6% | +21.0% | +88.3% |
| All | +107.5% | +86.7% | +20.8% | +88.3% |
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 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