+173.2%
BKR vs SAP
+53.5%
+119.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.1% | -6.4% |
| 7D | -6.7% | -5.1% | -1.6% | -5.9% |
| 30D | -8.3% | -1.8% | -6.6% | -8.2% |
| 3M | -5.4% | +20.9% | -26.3% | -8.7% |
| 6M | +0.8% | +7.0% | -6.2% | -0.9% |
| YTD | +31.8% | -13.7% | +45.6% | +34.8% |
| 1Y | +28.6% | -19.6% | +48.1% | +33.6% |
| 3Y | +71.2% | +52.4% | +18.8% | +47.1% |
| All | +173.2% | +53.5% | +119.6% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 5y: compounded portfolio wealth divided by compounded SAP 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…
5y analysis · Full analysis span regression · 6 months rolling