+204.8%
STT vs BURL
+63.9%
+140.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.3% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | +3.9% | -28.2% | +32.0% | +10.4% |
| 3M | +20.0% | -17.6% | +37.5% | +23.9% |
| 6M | +55.3% | -11.8% | +67.1% | +57.5% |
| YTD | +53.3% | -8.1% | +61.5% | +54.1% |
| 1Y | +74.7% | -12.0% | +86.7% | +76.1% |
| All | +204.8% | +63.9% | +140.9% | +174.5% |
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 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