+120.2%
BKR vs SPXS
-99.6%
+219.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -1.5% |
| 7D | -7.0% | +2.5% | -9.5% | -6.1% |
| 30D | -8.1% | +4.2% | -12.3% | -6.6% |
| 3M | -6.6% | -9.3% | +2.7% | -9.5% |
| 6M | +0.9% | -30.7% | +31.6% | -10.5% |
| YTD | +31.1% | -28.1% | +59.2% | +18.6% |
| 1Y | +27.7% | -35.1% | +62.8% | +12.1% |
| 3Y | +71.2% | -79.6% | +150.8% | +8.9% |
| 5Y | +177.6% | -86.3% | +263.9% | +76.0% |
| All | +120.2% | -99.6% | +219.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling