+3.1%
BTDR vs SITM
+174.8%
-171.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +1.7% |
| 7D | +20.0% | +9.7% | +10.2% | +16.4% |
| 30D | +11.9% | +12.7% | -0.8% | +6.0% |
| 3M | -36.9% | -13.4% | -23.5% | -35.6% |
| 6M | +56.5% | +59.6% | -3.1% | +30.0% |
| YTD | +10.4% | +73.3% | -62.9% | -10.1% |
| 1Y | +3.1% | +165.5% | -162.5% | -4.9% |
| All | +3.1% | +174.8% | -171.7% | -4.9% |
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