+50.1%
STT vs BURL
-15.0%
+65.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.3% |
| 7D | +4.8% | -1.6% | +6.3% | +5.0% |
| 30D | +3.9% | -7.7% | +11.7% | +4.9% |
| 3M | -8.2% | -31.7% | +23.5% | -3.7% |
| 6M | +15.6% | -15.2% | +30.8% | +15.9% |
| YTD | +37.6% | -15.9% | +53.6% | +39.4% |
| 1Y | +50.1% | -14.2% | +64.3% | +51.5% |
| All | +50.1% | -15.0% | +65.2% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling