+7,161.0%
STRL vs BURL
+215.5%
+6,945.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +4.8% |
| 7D | +3.4% | -2.8% | +6.2% | +4.4% |
| 30D | -9.2% | -28.2% | +18.9% | +1.9% |
| 3M | -51.0% | -17.6% | -33.5% | -48.1% |
| 6M | +15.8% | -11.8% | +27.5% | +19.3% |
| YTD | +58.9% | -8.1% | +67.0% | +61.2% |
| 1Y | +68.5% | -12.0% | +80.5% | +72.2% |
| 3Y | +485.2% | +63.3% | +421.9% | +370.4% |
| 5Y | +2,005.1% | -10.8% | +2,015.9% | +1,892.7% |
| All | +7,161.0% | +215.5% | +6,945.6% | +4,827.7% |
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