+252.8%
SPOT vs BKR
+162.2%
+90.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -3.1% | -7.0% | +3.9% | -1.8% |
| 30D | +7.4% | -8.1% | +15.5% | +9.0% |
| 3M | +8.2% | -6.6% | +14.8% | +9.3% |
| 6M | +2.2% | +0.9% | +1.4% | +1.4% |
| YTD | -9.5% | +31.1% | -40.6% | -15.0% |
| 1Y | -23.8% | +27.7% | -51.5% | -28.3% |
| 3Y | +233.5% | +71.2% | +162.3% | +192.9% |
| 5Y | +112.2% | +177.6% | -65.4% | +67.5% |
| All | +252.8% | +162.2% | +90.6% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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