+185.2%
SITM vs BRKR
-39.7%
+225.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.7% |
| 7D | +3.9% | -8.7% | +12.5% | +9.0% |
| 30D | -6.6% | -9.9% | +3.3% | -1.5% |
| 3M | -11.9% | -3.1% | -8.8% | -15.3% |
| 6M | +81.1% | +45.5% | +35.6% | +31.0% |
| YTD | +80.0% | +13.7% | +66.3% | +49.0% |
| 1Y | +145.8% | +67.4% | +78.4% | +52.3% |
| 3Y | +475.9% | -13.2% | +489.1% | +405.0% |
| All | +185.2% | -39.7% | +225.0% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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