+15.3%
BTDR vs SFM
+189.6%
-174.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.2% | -6.3% |
| 7D | -3.2% | -8.8% | +5.6% | -1.6% |
| 30D | +32.7% | -14.5% | +47.1% | +36.2% |
| 3M | -28.4% | -16.8% | -11.5% | -26.2% |
| 6M | +51.7% | -5.3% | +57.1% | +50.8% |
| YTD | +2.9% | -9.4% | +12.2% | +3.0% |
| 1Y | -15.5% | -46.2% | +30.7% | -6.3% |
| 3Y | 0.0% | +81.3% | -81.3% | -4.6% |
| 5Y | +16.5% | +211.9% | -195.4% | +10.1% |
| All | +15.3% | +189.6% | -174.3% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling