+27.7%
BKR vs SM
+48.5%
-20.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -7.0% | +4.6% | -11.5% | -7.7% |
| 30D | -8.1% | +18.2% | -26.3% | -10.7% |
| 3M | -6.6% | +22.5% | -29.1% | -10.5% |
| 6M | +0.9% | +50.6% | -49.7% | -8.5% |
| YTD | +31.1% | +108.1% | -77.0% | +7.0% |
| 1Y | +27.7% | +46.0% | -18.3% | +14.9% |
| All | +27.7% | +48.5% | -20.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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