+150.7%
BKU vs SPY
+673.5%
-522.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.2% |
| 30D | -2.0% | -0.9% | -1.0% | -0.9% |
| 3M | -2.7% | +3.9% | -6.6% | -7.1% |
| 6M | +3.2% | +14.5% | -11.3% | -12.0% |
| YTD | +4.3% | +12.9% | -8.6% | -9.6% |
| 1Y | +21.2% | +19.4% | +1.8% | -1.4% |
| 3Y | +104.2% | +78.5% | +25.8% | +6.8% |
| 5Y | +31.8% | +81.8% | -50.0% | -31.9% |
| 10Y | +94.9% | +311.5% | -216.6% | -53.6% |
| All | +150.7% | +673.5% | -522.7% | -63.6% |
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