-25.9%
STRL vs BRKR
+65.8%
-91.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +12.9% | -34.4% | -26.5% |
| 7D | -27.1% | +2.9% | -29.9% | -28.5% |
| 30D | -45.8% | -0.1% | -45.7% | -46.2% |
| 3M | -47.6% | +26.9% | -74.5% | -54.6% |
| 6M | -46.4% | +75.6% | -122.0% | -60.9% |
| YTD | -7.4% | +35.8% | -43.2% | -31.1% |
| 1Y | -25.9% | +58.6% | -84.5% | -48.7% |
| All | -25.9% | +65.8% | -91.7% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling