+3,343.4%
STX vs BRKR
+155.3%
+3,188.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | -8.7% | +6.4% | +0.4% |
| 30D | -5.5% | -9.9% | +4.4% | -2.7% |
| 3M | -4.3% | -3.1% | -1.2% | -5.5% |
| 6M | +115.6% | +45.5% | +70.1% | +84.2% |
| YTD | +202.2% | +13.7% | +188.5% | +177.6% |
| 1Y | +325.3% | +67.4% | +257.9% | +237.2% |
| 3Y | +1,283.9% | -13.2% | +1,297.1% | +1,195.6% |
| 5Y | +1,048.3% | -39.5% | +1,087.8% | +1,104.7% |
| All | +3,343.4% | +155.3% | +3,188.1% | +1,894.5% |
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