+18.4%
BTDR vs SFM
+83.0%
-64.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.3% | -1.5% |
| 7D | +14.8% | -7.2% | +22.0% | +17.2% |
| 30D | +41.8% | -14.3% | +56.1% | +47.7% |
| 3M | -29.2% | -13.7% | -15.5% | -26.6% |
| 6M | +66.2% | -6.0% | +72.2% | +64.4% |
| YTD | +10.0% | -8.2% | +18.2% | +9.4% |
| 1Y | -11.0% | -46.2% | +35.3% | +9.2% |
| All | +18.4% | +83.0% | -64.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling