+10.8%
BKT vs SPY
+307.0%
-296.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.4% | +2.6% | -6.0% | -3.7% |
| 30D | +2.5% | -2.0% | +4.5% | +2.7% |
| 3M | -5.1% | -2.8% | -2.3% | -4.7% |
| 6M | -3.4% | +2.1% | -5.5% | -3.7% |
| YTD | -4.4% | +11.5% | -15.9% | -5.8% |
| 1Y | -3.9% | +13.5% | -17.3% | -5.5% |
| 3Y | +15.9% | +77.7% | -61.8% | +7.5% |
| 5Y | -16.7% | +72.6% | -89.3% | -23.0% |
| All | +10.8% | +307.0% | -296.3% | -5.5% |
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