+470.2%
STT vs BRKR
+172.5%
+297.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.4% | -8.7% | +8.2% | +1.4% |
| 30D | +1.7% | -9.9% | +11.6% | +3.7% |
| 3M | +17.9% | -3.1% | +21.0% | +16.9% |
| 6M | +55.3% | +45.5% | +9.8% | +39.9% |
| YTD | +52.7% | +13.7% | +39.0% | +44.4% |
| 1Y | +75.7% | +67.4% | +8.2% | +52.1% |
| 3Y | +197.9% | -13.2% | +211.1% | +185.6% |
| 5Y | +158.8% | -39.5% | +198.2% | +164.4% |
| 10Y | +269.3% | +153.5% | +115.8% | +180.1% |
| All | +470.2% | +172.5% | +297.7% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling