-97.1%
BKKT vs SPY
+130.5%
-227.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -2.3% |
| 7D | -5.4% | -2.0% | -3.4% | +0.2% |
| 30D | +7.6% | -1.7% | +9.3% | +13.7% |
| 3M | +3.3% | +4.7% | -1.5% | -8.1% |
| 6M | -14.2% | +12.5% | -26.7% | -36.2% |
| YTD | -21.0% | +11.7% | -32.7% | -38.1% |
| 1Y | -15.7% | +17.5% | -33.2% | -39.7% |
| 3Y | -75.2% | +76.6% | -151.8% | -92.4% |
| 5Y | -96.9% | +82.0% | -178.9% | -98.9% |
| All | -97.1% | +130.5% | -227.6% | -99.3% |
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