-69.4%
BTDR vs SITM
+47.5%
-116.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.7% | -2.1% |
| 7D | -17.6% | -19.5% | +2.0% | -10.2% |
| 30D | -40.3% | -43.2% | +2.9% | -26.6% |
| 3M | -42.6% | -30.8% | -11.8% | -34.9% |
| 6M | -46.3% | -28.6% | -17.7% | -40.4% |
| YTD | -41.7% | +14.2% | -55.9% | -43.0% |
| 1Y | -69.4% | +44.4% | -113.8% | -72.0% |
| All | -69.4% | +47.5% | -116.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling