+763.1%
BKR vs SM
+1,680.5%
-917.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -0.7% | +20.3% | -21.0% | -6.4% |
| 3M | +0.5% | +22.9% | -22.4% | -6.9% |
| 6M | +6.6% | +47.8% | -41.2% | -8.1% |
| YTD | +41.3% | +107.5% | -66.2% | +8.8% |
| 1Y | +42.2% | +51.7% | -9.5% | +20.0% |
| 3Y | +83.4% | -0.9% | +84.3% | +71.1% |
| 5Y | +203.6% | +112.2% | +91.4% | +112.8% |
| 10Y | +139.9% | +20.3% | +119.6% | +11.0% |
| All | +763.1% | +1,680.5% | -917.4% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling