+168.1%
STT vs BURL
+86.7%
+81.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -2.5% | +4.1% | -6.6% | -3.2% |
| 30D | -5.0% | -9.5% | +4.5% | -3.4% |
| 3M | -10.5% | -33.5% | +23.0% | -4.0% |
| 6M | +10.0% | -22.1% | +32.1% | +13.9% |
| YTD | +30.7% | -14.6% | +45.3% | +32.7% |
| 1Y | +43.8% | -8.4% | +52.1% | +43.4% |
| 3Y | +168.1% | +86.6% | +81.5% | +155.2% |
| All | +168.1% | +86.7% | +81.3% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling