-47.3%
BKD vs SPY
+798.0%
-845.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -18.4% | +0.1% | -18.5% | -18.5% |
| 3M | -1.0% | +2.0% | -3.0% | -4.4% |
| 6M | -21.9% | +13.0% | -34.9% | -34.6% |
| YTD | +9.1% | +13.5% | -4.5% | -9.3% |
| 1Y | +53.9% | +20.0% | +33.9% | +18.3% |
| 3Y | +173.7% | +77.2% | +96.5% | +21.2% |
| 5Y | +69.4% | +81.9% | -12.5% | -28.8% |
| 10Y | -33.1% | +314.1% | -347.2% | -90.5% |
| All | -47.3% | +798.0% | -845.3% | -97.2% |
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