+2,576.2%
STRL vs BURL
+987.9%
+1,588.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -10.9% | -13.0% |
| 7D | -34.6% | +3.5% | -38.1% | -35.7% |
| 30D | -56.7% | -9.3% | -47.4% | -55.6% |
| 3M | -54.4% | -32.1% | -22.3% | -49.2% |
| 6M | -69.7% | -19.8% | -49.9% | -68.2% |
| YTD | -20.2% | -13.2% | -7.0% | -18.4% |
| 1Y | -40.6% | -7.8% | -32.7% | -40.8% |
| 3Y | +221.7% | +89.3% | +132.4% | +155.7% |
| 5Y | +799.0% | -15.8% | +814.8% | +760.3% |
| 10Y | +3,451.5% | +262.2% | +3,189.3% | +2,483.0% |
| All | +2,576.2% | +987.9% | +1,588.3% | +1,652.3% |
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