+194.0%
STT vs BURL
+232.1%
-38.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.9% |
| 7D | +4.8% | -1.6% | +6.3% | +5.2% |
| 30D | +3.9% | -7.7% | +11.7% | +6.2% |
| 3M | -8.2% | -31.7% | +23.5% | +1.7% |
| 6M | +15.6% | -15.2% | +30.8% | +19.2% |
| YTD | +37.6% | -15.9% | +53.6% | +41.7% |
| 1Y | +50.1% | -14.2% | +64.3% | +52.8% |
| 3Y | +183.1% | +93.5% | +89.5% | +113.5% |
| 5Y | +104.8% | -9.9% | +114.7% | +88.1% |
| All | +194.0% | +232.1% | -38.1% | +109.6% |
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