+17.7%
STM vs BKR
+179.4%
-161.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | +0.8% |
| 7D | -1.1% | -6.7% | +5.6% | +1.3% |
| 30D | -7.8% | -8.3% | +0.5% | -5.0% |
| 3M | -28.2% | -5.4% | -22.8% | -26.9% |
| 6M | +52.0% | +0.8% | +51.2% | +52.0% |
| YTD | +96.4% | +31.8% | +64.5% | +80.7% |
| 1Y | +98.8% | +28.6% | +70.2% | +83.7% |
| 3Y | +18.3% | +71.2% | -53.0% | -1.2% |
| 5Y | +17.7% | +179.2% | -161.5% | -16.3% |
| All | +17.7% | +179.4% | -161.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling