+312.4%
STT vs BURL
+1,051.1%
-738.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.6% |
| 7D | +0.5% | -2.8% | +3.3% | +1.2% |
| 30D | +3.9% | -28.2% | +32.0% | +13.4% |
| 3M | +20.0% | -17.6% | +37.5% | +25.8% |
| 6M | +55.3% | -11.8% | +67.1% | +58.6% |
| YTD | +53.3% | -8.1% | +61.5% | +54.7% |
| 1Y | +74.7% | -12.0% | +86.7% | +76.9% |
| 3Y | +205.8% | +63.3% | +142.5% | +148.8% |
| 5Y | +145.0% | -10.8% | +155.8% | +127.2% |
| 10Y | +266.0% | +215.9% | +50.1% | +139.4% |
| All | +312.4% | +1,051.1% | -738.7% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling