+346.0%
BKT vs SPY
+3,015.5%
-2,669.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +4.5% | -3.7% | +8.2% | +4.9% |
| 3M | -3.8% | -2.7% | -1.1% | -3.6% |
| 6M | -2.8% | +2.2% | -5.0% | -3.1% |
| YTD | -2.6% | +10.8% | -13.4% | -3.7% |
| 1Y | -2.2% | +11.2% | -13.4% | -3.3% |
| 3Y | +17.4% | +76.5% | -59.0% | +10.4% |
| 5Y | -15.2% | +72.9% | -88.2% | -20.5% |
| 10Y | +10.9% | +304.8% | -294.0% | -5.0% |
| All | +346.0% | +3,015.5% | -2,669.5% | +165.3% |
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