+10.8%
BTDR vs SGI
+50.3%
-39.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -3.7% |
| 7D | -3.2% | -4.9% | +1.7% | +1.4% |
| 30D | +32.7% | +1.6% | +31.1% | +30.4% |
| 3M | -28.4% | -3.2% | -25.2% | -26.9% |
| 6M | +51.7% | -16.0% | +67.8% | +77.2% |
| YTD | +2.9% | -25.4% | +28.3% | +31.0% |
| 1Y | -15.5% | -21.6% | +6.1% | -0.5% |
| All | +10.8% | +50.3% | -39.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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