+3.1%
BTDR vs SFM
-41.4%
+44.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.1% | +3.6% |
| 7D | +20.0% | -0.1% | +20.0% | +20.0% |
| 30D | +11.9% | -4.4% | +16.3% | +12.2% |
| 3M | -36.9% | +1.5% | -38.5% | -37.0% |
| 6M | +56.5% | +6.5% | +50.0% | +53.2% |
| YTD | +10.4% | +2.2% | +8.3% | +9.5% |
| 1Y | +3.1% | -41.9% | +45.0% | +27.9% |
| All | +3.1% | -41.4% | +44.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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