+10.8%
BTDR vs SBAC
-11.3%
+22.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.6% | -6.4% |
| 7D | -3.2% | -5.3% | +2.1% | -3.1% |
| 30D | +32.7% | +0.4% | +32.3% | +32.7% |
| 3M | -28.4% | -11.9% | -16.5% | -27.6% |
| 6M | +51.7% | -4.5% | +56.2% | +52.3% |
| YTD | +2.9% | -4.3% | +7.2% | +3.1% |
| 1Y | -15.5% | -3.9% | -11.6% | -15.2% |
| All | +10.8% | -11.3% | +22.1% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling