+267.2%
STLD vs BURL
-15.9%
+283.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.6% | -7.0% |
| 7D | -12.5% | +3.5% | -15.9% | -13.2% |
| 30D | -6.8% | -9.3% | +2.4% | -5.0% |
| 3M | -16.4% | -32.1% | +15.7% | -9.3% |
| 6M | -6.1% | -19.8% | +13.7% | -2.4% |
| YTD | +32.0% | -13.2% | +45.2% | +34.4% |
| 1Y | +45.5% | -7.8% | +53.3% | +45.3% |
| 3Y | +106.5% | +89.3% | +17.2% | +72.7% |
| 5Y | +267.2% | -15.8% | +283.0% | +225.5% |
| All | +267.2% | -15.9% | +283.0% | +225.5% |
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