+253.3%
STLA vs BRKR
+363.6%
-110.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -2.9% | -8.7% | +5.8% | -0.1% |
| 30D | +0.9% | -9.9% | +10.8% | +4.1% |
| 3M | -21.6% | -3.1% | -18.5% | -22.9% |
| 6M | -21.6% | +45.5% | -67.1% | -33.8% |
| YTD | -50.4% | +13.7% | -64.1% | -54.9% |
| 1Y | -43.6% | +67.4% | -111.0% | -55.5% |
| 3Y | -66.4% | -13.2% | -53.2% | -68.3% |
| 5Y | -62.3% | -39.5% | -22.8% | -60.9% |
| 10Y | +51.8% | +153.5% | -101.6% | +3.5% |
| All | +253.3% | +363.6% | -110.3% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling