+70.2%
STX vs BURL
-5.1%
+75.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.9% | -13.3% | -16.1% |
| 7D | -33.4% | +3.5% | -36.9% | -33.3% |
| 30D | -42.1% | -9.3% | -32.8% | -41.6% |
| 3M | -44.3% | -32.1% | -12.2% | -43.4% |
| 6M | -39.4% | -19.8% | -19.6% | -40.2% |
| YTD | +70.0% | -13.2% | +83.1% | +68.4% |
| 1Y | +70.2% | -7.8% | +78.0% | +68.7% |
| All | +70.2% | -5.1% | +75.3% | +68.7% |
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