+1,883.6%
STX vs BURL
+252.7%
+1,631.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -28.5% | +4.1% | -32.6% | -29.2% |
| 30D | -42.9% | -9.5% | -33.5% | -41.7% |
| 3M | -45.9% | -33.5% | -12.4% | -41.0% |
| 6M | -41.3% | -22.1% | -19.2% | -38.9% |
| YTD | +67.9% | -14.6% | +82.5% | +70.9% |
| 1Y | +66.5% | -8.4% | +74.9% | +65.5% |
| 3Y | +588.0% | +86.6% | +501.4% | +458.9% |
| 5Y | +449.1% | -17.2% | +466.2% | +419.3% |
| All | +1,883.6% | +252.7% | +1,631.0% | +1,437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling