+1,754.0%
STLD vs BURL
+1,021.0%
+733.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -5.2% |
| 7D | -3.9% | +10.4% | -14.4% | -6.8% |
| 30D | -0.4% | -4.9% | +4.6% | +0.7% |
| 3M | -9.2% | -29.8% | +20.5% | -0.4% |
| 6M | +5.0% | -16.5% | +21.4% | +8.8% |
| YTD | +42.8% | -10.5% | +53.4% | +44.6% |
| 1Y | +60.1% | -5.3% | +65.4% | +58.2% |
| 3Y | +123.5% | +95.1% | +28.4% | +71.9% |
| 5Y | +302.0% | -12.1% | +314.1% | +273.7% |
| 10Y | +959.3% | +273.2% | +686.1% | +556.3% |
| All | +1,754.0% | +1,021.0% | +733.0% | +901.4% |
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