+43.8%
STT vs BURL
-7.8%
+51.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -2.5% | +4.1% | -6.6% | -2.9% |
| 30D | -5.0% | -9.5% | +4.5% | -3.8% |
| 3M | -10.5% | -33.5% | +23.0% | -5.7% |
| 6M | +10.0% | -22.1% | +32.1% | +12.6% |
| YTD | +30.7% | -14.6% | +45.3% | +32.0% |
| 1Y | +43.8% | -8.4% | +52.1% | +43.9% |
| All | +43.8% | -7.8% | +51.6% | +43.9% |
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