+20.4%
BTDR vs SIRI
-41.5%
+61.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -3.4% | +0.6% | -3.9% | -3.5% |
| 30D | +32.6% | +2.5% | +30.1% | +31.8% |
| 3M | -32.2% | +6.6% | -38.9% | -33.7% |
| 6M | +52.4% | +32.9% | +19.5% | +41.8% |
| YTD | +6.7% | +50.5% | -43.8% | -4.4% |
| 1Y | -15.2% | +28.0% | -43.2% | -21.1% |
| 3Y | +14.9% | -22.4% | +37.3% | +9.4% |
| All | +20.4% | -41.5% | +61.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling