-25.8%
BKD vs SPY
+307.0%
-332.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | +1.8% | +2.6% | -0.8% | -1.5% |
| 30D | -9.3% | -2.0% | -7.3% | -7.3% |
| 3M | -26.9% | -2.8% | -24.2% | -24.7% |
| 6M | -28.7% | +2.1% | -30.8% | -31.5% |
| YTD | -15.0% | +11.5% | -26.5% | -27.4% |
| 1Y | -11.3% | +13.5% | -24.8% | -26.0% |
| 3Y | +124.2% | +77.7% | +46.5% | +0.3% |
| 5Y | +27.9% | +72.6% | -44.7% | -40.4% |
| All | -25.8% | +307.0% | -332.8% | -88.7% |
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