+217.4%
BKR vs SITM
+4,532.8%
-4,315.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.0% |
| 7D | -6.7% | +4.8% | -11.5% | -7.4% |
| 30D | -8.3% | -9.7% | +1.4% | -7.3% |
| 3M | -5.4% | -9.3% | +3.9% | -5.7% |
| 6M | +0.8% | +69.5% | -68.7% | -10.1% |
| YTD | +31.8% | +70.5% | -38.7% | +16.2% |
| 1Y | +28.6% | +145.3% | -116.7% | +5.5% |
| 3Y | +71.2% | +432.8% | -361.6% | +16.2% |
| 5Y | +179.2% | +174.0% | +5.2% | +90.6% |
| All | +217.4% | +4,532.8% | -4,315.4% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling