+15,648.6%
STX vs BRKR
+1,002.3%
+14,646.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | -8.7% | +6.4% | +0.1% |
| 30D | -5.5% | -9.9% | +4.4% | -3.1% |
| 3M | -4.3% | -3.1% | -1.2% | -5.2% |
| 6M | +115.6% | +45.5% | +70.1% | +89.7% |
| YTD | +202.2% | +13.7% | +188.5% | +182.0% |
| 1Y | +325.3% | +67.4% | +257.9% | +253.9% |
| 3Y | +1,283.9% | -13.2% | +1,297.1% | +1,217.0% |
| 5Y | +1,048.3% | -39.5% | +1,087.8% | +1,086.5% |
| 10Y | +3,387.3% | +153.5% | +3,233.8% | +2,305.4% |
| All | +15,648.6% | +1,002.3% | +14,646.3% | +6,327.7% |
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