+27.7%
BKR vs SITM
+155.7%
-128.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.9% |
| 7D | -7.0% | +3.9% | -10.8% | -7.2% |
| 30D | -8.1% | -6.6% | -1.5% | -7.9% |
| 3M | -6.6% | -11.9% | +5.2% | -6.6% |
| 6M | +0.9% | +81.1% | -80.3% | -4.8% |
| YTD | +31.1% | +80.0% | -48.9% | +23.7% |
| 1Y | +27.7% | +145.8% | -118.1% | +17.9% |
| All | +27.7% | +155.7% | -128.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling