+48.5%
BTDR vs SFM
+27.3%
+21.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.3% | -10.0% | -8.9% |
| 7D | -6.9% | +6.0% | -12.9% | -8.1% |
| 30D | -31.5% | -19.5% | -12.1% | -28.7% |
| 3M | -36.1% | -37.0% | +0.9% | -29.3% |
| 6M | -57.6% | -41.0% | -16.6% | -52.6% |
| YTD | -50.0% | -34.6% | -15.4% | -46.5% |
| 1Y | -49.6% | -36.3% | -13.3% | -45.6% |
| 3Y | +48.5% | +24.5% | +24.0% | +8.2% |
| All | +48.5% | +27.3% | +21.2% | +8.2% |
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