-0.4%
BKAG vs SPY
+196.2%
-196.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | -0.4% | +0.2% | -0.1% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | -0.7% | +3.7% | -4.4% | -0.9% |
| 6M | -1.7% | +13.0% | -14.7% | -2.4% |
| YTD | -0.5% | +12.4% | -12.9% | -1.2% |
| 1Y | +0.4% | +18.5% | -18.2% | -0.6% |
| 3Y | +13.1% | +77.6% | -64.5% | +9.4% |
| 5Y | -2.1% | +81.7% | -83.8% | -6.1% |
| All | -0.4% | +196.2% | -196.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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