+339.7%
BKT vs SPY
+3,045.4%
-2,705.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | +3.3% | -5.6% | -2.6% |
| 30D | +2.9% | -2.7% | +5.6% | +3.2% |
| 3M | -4.8% | -1.7% | -3.1% | -4.7% |
| 6M | -3.1% | +3.1% | -6.2% | -3.5% |
| YTD | -4.0% | +11.9% | -15.9% | -5.1% |
| 1Y | -4.1% | +12.0% | -16.0% | -5.3% |
| 3Y | +15.8% | +78.2% | -62.4% | +8.7% |
| 5Y | -16.3% | +73.2% | -89.6% | -21.5% |
| 10Y | +10.0% | +309.6% | -299.7% | -5.9% |
| All | +339.7% | +3,045.4% | -2,705.7% | +161.3% |
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 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