+19.6%
STM vs BKR
+81.5%
-62.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.7% | -1.5% | +3.2% | +2.3% |
| 30D | -5.2% | -0.7% | -4.5% | -4.9% |
| 3M | -29.6% | +0.5% | -30.1% | -29.9% |
| 6M | +54.4% | +6.6% | +47.7% | +50.7% |
| YTD | +99.5% | +41.3% | +58.3% | +75.3% |
| 1Y | +100.8% | +42.2% | +58.5% | +74.9% |
| All | +19.6% | +81.5% | -62.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling