-76.4%
BKSY vs SPY
+79.8%
-156.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -2.7% |
| 7D | +0.6% | -2.0% | +2.6% | +5.0% |
| 30D | -30.6% | -1.7% | -28.9% | -28.0% |
| 3M | -34.7% | +4.7% | -39.5% | -40.6% |
| 6M | -13.5% | +12.5% | -26.0% | -30.8% |
| YTD | +10.7% | +11.7% | -1.1% | -9.9% |
| 1Y | +34.1% | +17.5% | +16.6% | +1.5% |
| 3Y | +104.2% | +76.6% | +27.7% | -21.1% |
| 5Y | -76.4% | +82.0% | -158.5% | -90.7% |
| All | -76.4% | +79.8% | -156.2% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling