+52.0%
STT vs BRKR
+65.8%
-13.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.9% | -10.7% | +1.0% |
| 7D | -0.1% | +2.9% | -3.0% | -0.4% |
| 30D | -1.7% | -0.1% | -1.6% | -1.9% |
| 3M | -6.4% | +26.9% | -33.3% | -8.7% |
| 6M | +17.7% | +75.6% | -57.9% | +3.0% |
| YTD | +36.9% | +35.8% | +1.0% | +24.7% |
| 1Y | +52.0% | +58.6% | -6.6% | +34.3% |
| All | +52.0% | +65.8% | -13.8% | +34.3% |
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