-29.7%
BKD vs SPY
+318.9%
-348.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.3% |
| 7D | +2.2% | -2.0% | +4.2% | +4.8% |
| 30D | -2.8% | -1.7% | -1.1% | -0.8% |
| 3M | -6.9% | +4.7% | -11.6% | -12.6% |
| 6M | -14.8% | +12.5% | -27.3% | -27.6% |
| YTD | +13.1% | +11.7% | +1.3% | -3.2% |
| 1Y | +59.7% | +17.5% | +42.2% | +27.6% |
| 3Y | +208.9% | +76.6% | +132.3% | +39.7% |
| 5Y | +81.0% | +82.0% | -1.0% | -22.4% |
| All | -29.7% | +318.9% | -348.6% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling