+201.0%
STT vs BURL
+261.4%
-60.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.0% |
| 7D | +0.9% | +7.7% | -6.8% | -1.2% |
| 30D | -2.3% | -7.1% | +4.8% | -0.4% |
| 3M | -7.0% | -30.3% | +23.3% | +2.5% |
| 6M | +15.5% | -15.5% | +31.0% | +19.3% |
| YTD | +35.6% | -11.0% | +46.6% | +37.4% |
| 1Y | +47.9% | -8.4% | +56.3% | +47.7% |
| 3Y | +181.1% | +96.7% | +84.4% | +111.3% |
| 5Y | +108.2% | -14.1% | +122.3% | +95.2% |
| 10Y | +201.0% | +255.1% | -54.1% | +110.4% |
| All | +201.0% | +261.4% | -60.4% | +110.4% |
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