+314.7%
SPY vs BKR
+125.3%
+189.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.8% | -7.0% | +6.2% | +0.9% |
| 30D | -1.1% | -8.1% | +7.1% | +0.8% |
| 3M | +3.9% | -6.6% | +10.5% | +5.2% |
| 6M | +13.6% | +0.9% | +12.7% | +12.5% |
| YTD | +12.7% | +31.1% | -18.4% | +4.4% |
| 1Y | +17.5% | +27.7% | -10.2% | +9.3% |
| 3Y | +76.9% | +71.2% | +5.7% | +51.0% |
| 5Y | +83.6% | +177.6% | -94.1% | +34.8% |
| All | +314.7% | +125.3% | +189.5% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling