+3,006.9%
STRL vs BURL
+1,021.0%
+1,985.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.7% | -29.2% | -23.8% |
| 7D | -27.1% | +10.4% | -37.5% | -29.8% |
| 30D | -45.8% | -4.9% | -40.9% | -45.4% |
| 3M | -47.6% | -29.8% | -17.9% | -42.3% |
| 6M | -46.4% | -16.5% | -30.0% | -44.5% |
| YTD | -7.4% | -10.5% | +3.2% | -6.3% |
| 1Y | -25.9% | -5.3% | -20.5% | -26.8% |
| 3Y | +273.4% | +95.1% | +178.4% | +193.8% |
| 5Y | +944.4% | -12.1% | +956.5% | +884.8% |
| 10Y | +4,023.0% | +273.2% | +3,749.8% | +2,867.5% |
| All | +3,006.9% | +1,021.0% | +1,985.9% | +1,913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling