+2,013.0%
STX vs BURL
+1,021.0%
+992.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -9.8% |
| 7D | -20.2% | +10.4% | -30.6% | -22.1% |
| 30D | -37.2% | -4.9% | -32.3% | -36.7% |
| 3M | -34.1% | -29.8% | -4.3% | -29.3% |
| 6M | -24.5% | -16.5% | -8.0% | -22.8% |
| YTD | +102.9% | -10.5% | +113.5% | +104.1% |
| 1Y | +123.8% | -5.3% | +129.1% | +120.8% |
| 3Y | +718.1% | +95.1% | +623.1% | +566.8% |
| 5Y | +573.6% | -12.1% | +585.7% | +529.4% |
| 10Y | +2,416.9% | +273.2% | +2,143.7% | +1,614.4% |
| All | +2,013.0% | +1,021.0% | +992.1% | +1,145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling