+78.1%
STM vs BURL
-7.8%
+85.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | -10.7% | +4.1% | -14.8% | -11.6% |
| 30D | -25.7% | -9.5% | -16.3% | -23.7% |
| 3M | -21.6% | -33.5% | +12.0% | -12.4% |
| 6M | -27.8% | -22.1% | -5.7% | -23.3% |
| YTD | +61.8% | -14.6% | +76.3% | +69.9% |
| 1Y | +78.1% | -8.4% | +86.5% | +86.3% |
| All | +78.1% | -7.8% | +85.9% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling