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  • STRL vs BR✓SelectedUSD · BRSTRL vs BR performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,491.8%
BR return
+1,321.0%
Excess return
+1,170.9%
Maximum drawdown
-90.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D+5.8%-3.4%+9.1%+7.5%
7D+3.4%-5.3%+8.7%+6.3%
30D-9.2%+6.4%-15.7%-12.9%
3M-51.0%+13.6%-64.7%-55.9%
6M+15.8%-6.7%+22.5%+14.3%
YTD+58.9%-21.1%+80.0%+70.9%
1Y+68.5%-29.6%+98.1%+93.3%
3Y+485.2%-2.4%+487.6%+443.5%
5Y+2,005.1%+11.2%+1,993.9%+1,669.0%
10Y+7,118.0%+191.8%+6,926.2%+3,137.3%
All+2,491.8%+1,321.0%+1,170.9%+299.6%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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