-25.9%
STRL vs BURL
-4.6%
-21.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.7% | -29.2% | -22.6% |
| 7D | -27.1% | +10.4% | -37.5% | -28.5% |
| 30D | -45.8% | -4.9% | -40.9% | -44.8% |
| 3M | -47.6% | -29.8% | -17.9% | -43.0% |
| 6M | -46.4% | -16.5% | -30.0% | -45.5% |
| YTD | -7.4% | -10.5% | +3.2% | -6.0% |
| 1Y | -25.9% | -5.3% | -20.5% | -25.1% |
| All | -25.9% | -4.6% | -21.3% | -25.1% |
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 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