-18.3%
BKT vs SPY
+81.0%
-99.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -3.3% | -1.4% | -1.9% | -3.0% |
| 3M | -0.5% | +3.7% | -4.2% | -1.1% |
| 6M | -2.3% | +13.0% | -15.3% | -4.2% |
| YTD | -2.0% | +12.4% | -14.4% | -3.9% |
| 1Y | -5.6% | +18.5% | -24.1% | -8.1% |
| 3Y | +13.0% | +77.6% | -64.6% | +2.3% |
| 5Y | -18.3% | +81.7% | -100.0% | -28.3% |
| All | -18.3% | +81.0% | -99.3% | -28.3% |
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 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