+655.9%
STM vs BRKR
+155.3%
+500.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -1.4% | -8.7% | +7.3% | +2.5% |
| 30D | -4.9% | -9.9% | +4.9% | -0.7% |
| 3M | -34.0% | -3.1% | -30.9% | -35.5% |
| 6M | +51.8% | +45.5% | +6.3% | +18.8% |
| YTD | +99.4% | +13.7% | +85.7% | +75.0% |
| 1Y | +99.1% | +67.4% | +31.6% | +41.0% |
| 3Y | +19.5% | -13.2% | +32.7% | +9.3% |
| 5Y | +19.5% | -39.5% | +59.0% | +29.2% |
| All | +655.9% | +155.3% | +500.5% | +311.0% |
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