+671.7%
BKR vs SIRI
-17.7%
+689.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.7% |
| 7D | -6.7% | -3.0% | -3.7% | -6.5% |
| 30D | -8.3% | +1.3% | -9.6% | -8.5% |
| 3M | -5.4% | +5.6% | -11.0% | -5.8% |
| 6M | +0.8% | +35.2% | -34.3% | -1.5% |
| YTD | +31.8% | +49.1% | -17.2% | +27.9% |
| 1Y | +28.6% | +26.8% | +1.8% | +26.0% |
| 3Y | +71.2% | -23.7% | +94.9% | +71.3% |
| 5Y | +179.2% | -41.8% | +221.1% | +181.4% |
| 10Y | +124.0% | -11.3% | +135.2% | +120.7% |
| All | +671.7% | -17.7% | +689.3% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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