+569.2%
BKR vs STT
+7,281.4%
-6,712.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.4% |
| 30D | +3.9% | +3.9% | 0.0% | +2.4% |
| 3M | -1.1% | +19.2% | -20.2% | -7.3% |
| 6M | +7.6% | +60.4% | -52.8% | -9.4% |
| YTD | +41.9% | +51.5% | -9.6% | +21.7% |
| 1Y | +42.2% | +76.3% | -34.0% | +15.4% |
| 3Y | +84.3% | +200.7% | -116.5% | +23.5% |
| 5Y | +215.7% | +157.5% | +58.2% | +116.8% |
| 10Y | +130.9% | +262.0% | -131.1% | +41.1% |
| All | +569.2% | +7,281.4% | -6,712.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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