+264.3%
STT vs BRKR
+155.3%
+109.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.4% | -8.7% | +8.2% | +2.1% |
| 30D | +1.7% | -9.9% | +11.6% | +4.5% |
| 3M | +17.9% | -3.1% | +21.0% | +16.0% |
| 6M | +55.3% | +45.5% | +9.8% | +31.4% |
| YTD | +52.7% | +13.7% | +39.0% | +39.3% |
| 1Y | +75.7% | +67.4% | +8.2% | +38.7% |
| 3Y | +197.9% | -13.2% | +211.1% | +175.3% |
| 5Y | +158.8% | -39.5% | +198.2% | +169.2% |
| All | +264.3% | +155.3% | +109.0% | +126.6% |
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