+5.2%
SSPC vs BKR
-19.8%
+25.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.5% | +13.4% | +6.0% |
| 7D | +11.8% | -8.8% | +20.6% | +8.8% |
| 30D | +44.8% | -13.1% | +57.9% | +40.2% |
| 3M | -40.7% | -18.9% | -21.7% | -41.4% |
| All | +5.2% | -19.8% | +25.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling