+1,764.5%
STLD vs BURL
+1,051.1%
+713.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.4% |
| 7D | +3.1% | -2.8% | +5.9% | +3.9% |
| 30D | -9.0% | -28.2% | +19.2% | -0.2% |
| 3M | -12.4% | -17.6% | +5.2% | -7.9% |
| 6M | +25.5% | -11.8% | +37.3% | +28.6% |
| YTD | +43.6% | -8.1% | +51.8% | +45.3% |
| 1Y | +87.2% | -12.0% | +99.1% | +90.0% |
| 3Y | +135.2% | +63.3% | +71.9% | +91.7% |
| 5Y | +290.9% | -10.8% | +301.7% | +263.5% |
| 10Y | +1,113.5% | +215.9% | +897.5% | +680.3% |
| All | +1,764.5% | +1,051.1% | +713.4% | +906.0% |
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