+123.8%
STX vs BKR
+5.7%
+118.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.5% | -2.6% | -5.5% |
| 7D | -20.2% | -8.8% | -11.4% | -16.6% |
| 30D | -37.2% | -13.1% | -24.1% | -33.3% |
| 3M | -34.1% | -18.9% | -15.1% | -27.8% |
| 6M | -24.5% | -27.2% | +2.8% | -14.2% |
| YTD | +102.9% | +10.7% | +92.2% | +109.5% |
| 1Y | +123.8% | +9.7% | +114.1% | +117.0% |
| All | +123.8% | +5.7% | +118.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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