+71.2%
BKR vs STLA
-66.1%
+137.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.0% |
| 7D | -7.0% | -2.9% | -4.1% | -6.5% |
| 30D | -8.1% | +0.9% | -9.1% | -8.4% |
| 3M | -6.6% | -21.6% | +15.0% | -2.8% |
| 6M | +0.9% | -21.6% | +22.5% | +4.0% |
| YTD | +31.1% | -50.4% | +81.5% | +47.6% |
| 1Y | +27.7% | -43.6% | +71.3% | +38.3% |
| 3Y | +71.2% | -66.4% | +137.6% | +97.6% |
| All | +71.2% | -66.1% | +137.4% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling