+153.1%
SO vs BRKR
+155.3%
-2.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -8.7% | +7.6% | 0.0% |
| 30D | -5.0% | -9.9% | +4.8% | -3.9% |
| 3M | -5.8% | -3.1% | -2.7% | -6.3% |
| 6M | -7.9% | +45.5% | -53.4% | -14.1% |
| YTD | +2.4% | +13.7% | -11.3% | -1.4% |
| 1Y | -2.3% | +67.4% | -69.7% | -12.1% |
| 3Y | +41.9% | -13.2% | +55.1% | +37.6% |
| 5Y | +58.1% | -39.5% | +97.5% | +63.8% |
| All | +153.1% | +155.3% | -2.2% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling