+23.8%
BTDR vs SGI
+93.4%
-69.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +20.0% | +8.5% | +11.4% | +16.3% |
| 30D | +11.9% | +0.7% | +11.3% | +11.6% |
| 3M | -36.9% | +0.6% | -37.5% | -37.0% |
| 6M | +56.5% | -17.9% | +74.5% | +68.7% |
| YTD | +10.4% | -21.2% | +31.6% | +20.2% |
| 1Y | +3.1% | -18.9% | +21.9% | +10.4% |
| 3Y | -2.6% | +52.6% | -55.2% | -13.3% |
| 5Y | +25.2% | +60.7% | -35.5% | +10.6% |
| All | +23.8% | +93.4% | -69.6% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling