+392.6%
STM vs BURL
+252.7%
+139.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.0% |
| 7D | -10.7% | +4.1% | -14.8% | -12.1% |
| 30D | -25.7% | -9.5% | -16.3% | -23.5% |
| 3M | -21.6% | -33.5% | +12.0% | -10.5% |
| 6M | -27.8% | -22.1% | -5.7% | -22.4% |
| YTD | +61.8% | -14.6% | +76.3% | +68.0% |
| 1Y | +78.1% | -8.4% | +86.5% | +79.0% |
| 3Y | +4.9% | +86.6% | -81.7% | -20.4% |
| 5Y | -14.3% | -17.2% | +2.9% | -18.0% |
| All | +392.6% | +252.7% | +139.9% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling