+202.3%
STT vs BURL
+258.4%
-56.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.9% |
| 7D | -4.9% | +3.5% | -8.4% | -5.9% |
| 30D | -6.0% | -9.3% | +3.3% | -3.5% |
| 3M | -11.7% | -32.1% | +20.4% | -2.0% |
| 6M | +11.7% | -19.8% | +31.5% | +17.1% |
| YTD | +30.4% | -13.2% | +43.6% | +33.1% |
| 1Y | +43.9% | -7.8% | +51.8% | +43.4% |
| 3Y | +165.4% | +89.3% | +76.1% | +101.9% |
| 5Y | +101.0% | -15.8% | +116.8% | +89.5% |
| All | +202.3% | +258.4% | -56.1% | +114.2% |
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 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