+353.0%
BKT vs SPY
+3,091.8%
-2,738.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | -0.1% | +2.0% | -2.1% | -0.3% |
| 6M | -2.6% | +13.0% | -15.6% | -3.9% |
| YTD | -1.0% | +13.5% | -14.6% | -2.4% |
| 1Y | -4.2% | +20.0% | -24.1% | -6.0% |
| 3Y | +13.6% | +77.2% | -63.6% | +6.7% |
| 5Y | -17.4% | +81.9% | -99.2% | -22.8% |
| 10Y | +8.5% | +314.1% | -305.6% | -7.3% |
| All | +353.0% | +3,091.8% | -2,738.7% | +168.9% |
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