+167.1%
BKSE vs SPY
+200.8%
-33.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -2.5% | -0.8% | -1.7% | -1.7% |
| 30D | -5.0% | -1.1% | -4.0% | -3.9% |
| 3M | +0.7% | +3.9% | -3.1% | -3.4% |
| 6M | +13.7% | +13.6% | 0.0% | -1.0% |
| YTD | +15.9% | +12.7% | +3.2% | +1.9% |
| 1Y | +19.2% | +17.5% | +1.7% | +0.3% |
| 3Y | +60.2% | +76.9% | -16.7% | -12.7% |
| 5Y | +46.6% | +83.6% | -37.0% | -23.0% |
| All | +167.1% | +200.8% | -33.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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