+209.1%
BKR vs STLA
+245.5%
-36.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -3.8% | -2.8% | -5.8% |
| 30D | -8.3% | -3.1% | -5.2% | -7.8% |
| 3M | -5.4% | -19.6% | +14.2% | -0.7% |
| 6M | +0.8% | -23.5% | +24.3% | +6.2% |
| YTD | +31.8% | -51.5% | +83.4% | +54.4% |
| 1Y | +28.6% | -39.7% | +68.2% | +40.6% |
| 3Y | +71.2% | -66.3% | +137.6% | +110.9% |
| 5Y | +179.2% | -63.1% | +242.4% | +226.4% |
| 10Y | +124.0% | +48.5% | +75.5% | +92.4% |
| All | +209.1% | +245.5% | -36.4% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling