+123.8%
STX vs BURL
-4.6%
+128.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -8.2% |
| 7D | -20.2% | +10.4% | -30.6% | -20.3% |
| 30D | -37.2% | -4.9% | -32.3% | -36.8% |
| 3M | -34.1% | -29.8% | -4.3% | -33.2% |
| 6M | -24.5% | -16.5% | -8.0% | -25.7% |
| YTD | +102.9% | -10.5% | +113.5% | +101.1% |
| 1Y | +123.8% | -5.3% | +129.1% | +121.5% |
| All | +123.8% | -4.6% | +128.4% | +121.5% |
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