+171.7%
BKSE vs SPY
+201.4%
-29.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.2% |
| 30D | -3.3% | -0.9% | -2.4% | -2.3% |
| 3M | +4.6% | +3.9% | +0.8% | +0.3% |
| 6M | +15.4% | +14.5% | +0.9% | -0.3% |
| YTD | +17.9% | +12.9% | +5.0% | +3.4% |
| 1Y | +22.6% | +19.4% | +3.2% | +1.4% |
| 3Y | +63.2% | +78.5% | -15.2% | -11.9% |
| 5Y | +47.6% | +81.8% | -34.1% | -21.7% |
| All | +171.7% | +201.4% | -29.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling