+3,635.3%
STX vs BURL
+215.5%
+3,419.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.7% |
| 7D | +2.4% | -2.8% | +5.1% | +3.0% |
| 30D | +1.4% | -28.2% | +29.5% | +9.2% |
| 3M | -8.2% | -17.6% | +9.4% | -4.9% |
| 6M | +127.0% | -11.8% | +138.8% | +130.5% |
| YTD | +209.1% | -8.1% | +217.3% | +210.7% |
| 1Y | +365.4% | -12.0% | +377.4% | +369.0% |
| 3Y | +1,135.4% | +63.3% | +1,072.1% | +940.2% |
| 5Y | +991.5% | -10.8% | +1,002.3% | +918.4% |
| All | +3,635.3% | +215.5% | +3,419.8% | +2,746.5% |
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 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