+179.2%
BKR vs STRL
+2,049.2%
-1,870.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.3% |
| 7D | -6.7% | +5.4% | -12.1% | -7.4% |
| 30D | -8.3% | -9.0% | +0.6% | -7.2% |
| 3M | -5.4% | -37.1% | +31.7% | +0.4% |
| 6M | +0.8% | +17.8% | -17.0% | -7.8% |
| YTD | +31.8% | +58.3% | -26.5% | +12.9% |
| 1Y | +28.6% | +61.0% | -32.4% | +7.6% |
| 3Y | +71.2% | +517.8% | -446.6% | -0.4% |
| 5Y | +179.2% | +2,119.0% | -1,939.8% | +0.8% |
| All | +179.2% | +2,049.2% | -1,870.0% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling