+2,273.4%
STM vs BKR
+796.5%
+1,476.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -7.4% | +3.9% | -11.2% | -8.6% |
| 3M | -30.6% | -1.1% | -29.6% | -30.4% |
| 6M | +66.4% | +7.6% | +58.8% | +62.7% |
| YTD | +101.1% | +41.9% | +59.3% | +79.8% |
| 1Y | +97.4% | +42.2% | +55.1% | +75.6% |
| 3Y | +21.1% | +84.3% | -63.1% | -2.6% |
| 5Y | +22.5% | +215.7% | -193.2% | -20.3% |
| 10Y | +657.6% | +130.9% | +526.7% | +394.8% |
| All | +2,273.4% | +796.5% | +1,476.9% | +1,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling