-15.2%
BKT vs SPY
+72.2%
-87.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +4.5% | -3.7% | +8.2% | +5.1% |
| 3M | -3.8% | -2.7% | -1.1% | -3.4% |
| 6M | -2.8% | +2.2% | -5.0% | -3.2% |
| YTD | -2.6% | +10.8% | -13.4% | -4.2% |
| 1Y | -2.2% | +11.2% | -13.4% | -3.8% |
| 3Y | +17.4% | +76.5% | -59.0% | +7.0% |
| 5Y | -15.2% | +72.9% | -88.2% | -24.7% |
| All | -15.2% | +72.2% | -87.4% | -24.7% |
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