-38.5%
BTDR vs SBAC
-40.9%
+2.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.2% | -11.6% | -12.8% |
| 7D | +15.4% | -2.7% | +18.2% | +15.5% |
| 30D | -33.4% | +3.3% | -36.7% | -33.5% |
| 3M | -32.0% | +3.3% | -35.3% | -32.1% |
| 6M | -52.2% | -10.9% | -41.3% | -51.8% |
| YTD | -45.3% | -1.0% | -44.3% | -45.3% |
| 1Y | -56.0% | -4.5% | -51.5% | -55.9% |
| 3Y | +54.4% | -8.7% | +63.1% | +55.2% |
| 5Y | -38.5% | -40.6% | +2.1% | -36.6% |
| All | -38.5% | -40.9% | +2.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling