+171.6%
BKR vs SITM
+187.3%
-15.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.3% |
| 7D | -7.0% | +3.9% | -10.8% | -7.5% |
| 30D | -8.1% | -6.6% | -1.5% | -7.6% |
| 3M | -6.6% | -11.9% | +5.2% | -6.4% |
| 6M | +0.9% | +81.1% | -80.3% | -10.0% |
| YTD | +31.1% | +80.0% | -48.9% | +16.1% |
| 1Y | +27.7% | +145.8% | -118.1% | +6.6% |
| 3Y | +71.2% | +475.9% | -404.7% | +19.4% |
| All | +171.6% | +187.3% | -15.7% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling