+121.4%
BKR vs STLA
+51.6%
+69.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -3.8% | -2.8% | -5.5% |
| 30D | -8.3% | -3.1% | -5.2% | -7.7% |
| 3M | -5.4% | -19.6% | +14.2% | +1.0% |
| 6M | +0.8% | -23.5% | +24.3% | +8.0% |
| YTD | +31.8% | -51.5% | +83.4% | +63.2% |
| 1Y | +28.6% | -39.7% | +68.2% | +44.2% |
| 3Y | +71.2% | -66.3% | +137.6% | +126.3% |
| 5Y | +179.2% | -63.1% | +242.4% | +238.2% |
| All | +121.4% | +51.6% | +69.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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