+21.0%
STM vs BURL
-11.0%
+31.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | +5.8% | -2.8% | +8.6% | +6.7% |
| 30D | -1.0% | -28.2% | +27.2% | +9.7% |
| 3M | -33.3% | -17.6% | -15.7% | -29.3% |
| 6M | +57.4% | -11.8% | +69.1% | +62.3% |
| YTD | +102.2% | -8.1% | +110.3% | +105.8% |
| 1Y | +99.6% | -12.0% | +111.6% | +104.1% |
| 3Y | +14.5% | +63.3% | -48.8% | -5.1% |
| All | +21.0% | -11.0% | +31.9% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling