+23.8%
BTDR vs SFM
+226.5%
-202.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.1% | +3.4% |
| 7D | +20.0% | -0.1% | +20.0% | +20.0% |
| 30D | +11.9% | -4.4% | +16.3% | +12.6% |
| 3M | -36.9% | +1.5% | -38.5% | -37.3% |
| 6M | +56.5% | +6.5% | +50.0% | +52.1% |
| YTD | +10.4% | +2.2% | +8.3% | +8.2% |
| 1Y | +3.1% | -41.9% | +45.0% | +12.9% |
| 3Y | -2.6% | +106.8% | -109.4% | -9.1% |
| 5Y | +25.2% | +231.6% | -206.4% | +15.7% |
| All | +23.8% | +226.5% | -202.7% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling