+813.5%
SPYM vs BKR
+134.7%
+678.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +1.0% |
| 7D | -2.0% | -6.7% | +4.7% | -0.4% |
| 30D | -1.6% | -8.3% | +6.7% | +0.4% |
| 3M | +4.7% | -5.4% | +10.1% | +5.8% |
| 6M | +12.6% | +0.8% | +11.8% | +11.4% |
| YTD | +11.8% | +31.8% | -20.1% | +3.3% |
| 1Y | +17.5% | +28.6% | -11.0% | +8.9% |
| 3Y | +77.0% | +71.2% | +5.7% | +50.2% |
| 5Y | +82.6% | +179.2% | -96.6% | +32.8% |
| 10Y | +320.3% | +124.0% | +196.4% | +191.1% |
| All | +813.5% | +134.7% | +678.8% | +436.0% |
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