+23.3%
BTDR vs SIRI
-47.9%
+71.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +14.8% | -3.9% | +18.7% | +15.9% |
| 30D | +41.8% | -0.8% | +42.6% | +42.1% |
| 3M | -29.2% | +4.3% | -33.5% | -30.3% |
| 6M | +66.2% | +34.1% | +32.1% | +54.5% |
| YTD | +10.0% | +47.3% | -37.3% | -0.9% |
| 1Y | -11.0% | +22.9% | -33.9% | -16.3% |
| 3Y | +6.9% | -24.6% | +31.5% | +2.4% |
| 5Y | +24.7% | -43.2% | +67.9% | +14.2% |
| All | +23.3% | -47.9% | +71.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling