+120.2%
BKR vs SFM
+271.4%
-151.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | -7.0% | -10.6% | +3.6% | -5.7% |
| 30D | -8.1% | -15.5% | +7.3% | -6.3% |
| 3M | -6.6% | -17.4% | +10.8% | -4.7% |
| 6M | +0.9% | -3.4% | +4.3% | +0.3% |
| YTD | +31.1% | -8.7% | +39.8% | +31.1% |
| 1Y | +27.7% | -47.2% | +74.9% | +37.4% |
| 3Y | +71.2% | +82.7% | -11.5% | +51.6% |
| 5Y | +177.6% | +214.3% | -36.7% | +120.1% |
| All | +120.2% | +271.4% | -151.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling