+173.2%
BKR vs STLA
-63.7%
+236.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -3.8% | -2.8% | -5.9% |
| 30D | -8.3% | -3.1% | -5.2% | -7.9% |
| 3M | -5.4% | -19.6% | +14.2% | -1.4% |
| 6M | +0.8% | -23.5% | +24.3% | +5.2% |
| YTD | +31.8% | -51.5% | +83.4% | +51.5% |
| 1Y | +28.6% | -39.7% | +68.2% | +38.3% |
| 3Y | +71.2% | -66.3% | +137.6% | +103.2% |
| All | +173.2% | -63.7% | +236.8% | +211.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling