-74.6%
BKKT vs SPY
+77.0%
-151.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +0.2% |
| 7D | -1.8% | -0.8% | -1.0% | +0.9% |
| 30D | +8.8% | -1.1% | +9.8% | +13.9% |
| 3M | -2.0% | +3.9% | -5.9% | -13.0% |
| 6M | -11.9% | +13.6% | -25.6% | -41.2% |
| YTD | -18.5% | +12.7% | -31.2% | -41.8% |
| 1Y | -17.7% | +17.5% | -35.2% | -46.0% |
| 3Y | -74.6% | +76.9% | -151.5% | -94.9% |
| All | -74.6% | +77.0% | -151.6% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling