-69.4%
BTDR vs SBAC
+2.4%
-71.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.8% | -11.5% | -5.1% |
| 7D | -17.6% | +5.8% | -23.4% | -17.1% |
| 30D | -40.3% | +20.8% | -61.1% | -39.7% |
| 3M | -42.6% | +4.8% | -47.4% | -42.3% |
| 6M | -46.3% | -9.1% | -37.2% | -44.2% |
| YTD | -41.7% | +3.1% | -44.8% | -41.3% |
| 1Y | -69.4% | +2.2% | -71.6% | -69.2% |
| All | -69.4% | +2.4% | -71.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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 · 6 months rolling