+0.4%
STM vs BURL
+89.8%
-89.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.4% | -11.5% |
| 7D | -20.1% | +3.5% | -23.6% | -21.0% |
| 30D | -32.0% | -9.3% | -22.7% | -29.9% |
| 3M | -24.2% | -32.1% | +7.9% | -14.5% |
| 6M | -29.9% | -19.8% | -10.1% | -25.6% |
| YTD | +54.9% | -13.2% | +68.1% | +59.8% |
| 1Y | +68.0% | -7.8% | +75.8% | +68.6% |
| All | +0.4% | +89.8% | -89.3% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling