-44.0%
BTDR vs SAN
+302.0%
-346.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.9% |
| 7D | -6.9% | +4.0% | -10.9% | -8.1% |
| 30D | -31.5% | -7.8% | -23.7% | -29.5% |
| 3M | -36.1% | -16.4% | -19.7% | -31.8% |
| 6M | -57.6% | +3.5% | -61.2% | -57.8% |
| YTD | -50.0% | +6.7% | -56.7% | -50.3% |
| 1Y | -49.6% | +14.5% | -64.1% | -50.7% |
| 3Y | +48.5% | +243.5% | -195.0% | +23.0% |
| 5Y | -43.8% | +296.2% | -340.0% | -53.6% |
| All | -44.0% | +302.0% | -346.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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