+1,019.5%
STX vs BURL
-11.0%
+1,030.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.8% |
| 7D | +2.4% | -2.8% | +5.1% | +3.0% |
| 30D | +1.4% | -28.2% | +29.5% | +8.7% |
| 3M | -8.2% | -17.6% | +9.4% | -5.2% |
| 6M | +127.0% | -11.8% | +138.8% | +129.9% |
| YTD | +209.1% | -8.1% | +217.3% | +210.0% |
| 1Y | +365.4% | -12.0% | +377.4% | +367.9% |
| 3Y | +1,135.4% | +63.3% | +1,072.1% | +950.9% |
| All | +1,019.5% | -11.0% | +1,030.5% | +934.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling