+121.4%
BKR vs STRL
+6,846.4%
-6,725.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.2% |
| 7D | -6.7% | +5.4% | -12.1% | -7.8% |
| 30D | -8.3% | -9.0% | +0.6% | -6.7% |
| 3M | -5.4% | -37.1% | +31.7% | +2.8% |
| 6M | +0.8% | +17.8% | -17.0% | -10.9% |
| YTD | +31.8% | +58.3% | -26.5% | +7.1% |
| 1Y | +28.6% | +61.0% | -32.4% | +1.6% |
| 3Y | +71.2% | +517.8% | -446.6% | -15.0% |
| 5Y | +179.2% | +2,119.0% | -1,939.8% | -11.7% |
| All | +121.4% | +6,846.4% | -6,725.0% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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