-96.8%
BNKK vs SPY
+77.0%
-173.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.1% |
| 7D | 0.0% | -0.8% | +0.8% | +1.0% |
| 30D | +43.0% | -1.1% | +44.1% | +45.3% |
| 3M | -1.4% | +3.9% | -5.3% | -5.8% |
| 6M | -49.3% | +13.6% | -62.9% | -56.5% |
| YTD | -46.1% | +12.7% | -58.8% | -53.1% |
| 1Y | -89.8% | +17.5% | -107.3% | -91.5% |
| 3Y | -96.8% | +76.9% | -173.8% | -98.8% |
| All | -96.8% | +77.0% | -173.8% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling