+135.6%
BKR vs SFM
+106.3%
+29.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.4% | -6.5% |
| 7D | -6.7% | -8.8% | +2.1% | -5.5% |
| 30D | -8.3% | -14.5% | +6.1% | -6.5% |
| 3M | -5.4% | -16.8% | +11.4% | -3.4% |
| 6M | +0.8% | -5.3% | +6.2% | +0.5% |
| YTD | +31.8% | -9.4% | +41.2% | +32.0% |
| 1Y | +28.6% | -46.2% | +74.7% | +38.4% |
| 3Y | +71.2% | +81.3% | -10.0% | +50.1% |
| 5Y | +179.2% | +211.9% | -32.6% | +117.6% |
| 10Y | +124.0% | +268.4% | -144.4% | +59.1% |
| All | +135.6% | +106.3% | +29.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling