+91.3%
BKR vs SN
+496.6%
-405.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +3.9% | -5.6% | +9.5% | +4.6% |
| 3M | -1.1% | +48.1% | -49.1% | -7.4% |
| 6M | +7.6% | +57.6% | -50.0% | -0.6% |
| YTD | +41.9% | +56.5% | -14.6% | +30.9% |
| 1Y | +42.2% | +52.6% | -10.3% | +31.3% |
| 3Y | +84.3% | +412.0% | -327.7% | +52.8% |
| All | +91.3% | +496.6% | -405.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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