+3,541.4%
STRL vs BURL
+258.4%
+3,283.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -10.9% | -12.8% |
| 7D | -34.6% | +3.5% | -38.1% | -35.8% |
| 30D | -56.7% | -9.3% | -47.4% | -55.5% |
| 3M | -54.4% | -32.1% | -22.3% | -48.3% |
| 6M | -69.7% | -19.8% | -49.9% | -68.0% |
| YTD | -20.2% | -13.2% | -7.0% | -18.3% |
| 1Y | -40.6% | -7.8% | -32.7% | -40.9% |
| 3Y | +221.7% | +89.3% | +132.4% | +143.2% |
| 5Y | +799.0% | -15.8% | +814.8% | +760.3% |
| All | +3,541.4% | +258.4% | +3,283.0% | +2,312.7% |
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