+250.9%
BKR vs SPYG
+553.6%
-302.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -6.0% |
| 7D | -6.7% | -1.8% | -4.8% | -5.2% |
| 30D | -8.3% | -1.9% | -6.4% | -6.9% |
| 3M | -5.4% | +5.2% | -10.5% | -9.8% |
| 6M | +0.8% | +15.6% | -14.7% | -11.5% |
| YTD | +31.8% | +12.4% | +19.4% | +18.2% |
| 1Y | +28.6% | +17.5% | +11.1% | +10.8% |
| 3Y | +71.2% | +98.1% | -26.8% | -6.7% |
| 5Y | +179.2% | +84.9% | +94.3% | +54.7% |
| 10Y | +124.0% | +417.7% | -293.7% | -49.5% |
| All | +250.9% | +553.6% | -302.7% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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