+6.6%
BKR vs SE
+20.6%
-14.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.5% |
| 7D | -1.5% | -3.6% | +2.1% | -1.6% |
| 30D | -0.7% | -5.3% | +4.6% | -0.7% |
| 3M | +0.5% | +28.1% | -27.6% | +1.9% |
| 6M | +6.6% | +20.7% | -14.0% | +7.4% |
| All | +6.6% | +20.6% | -14.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 6mo: compounded portfolio wealth divided by compounded SE 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…
6mo analysis · Full analysis span regression · 6 months rolling