+14.9%
BTDR vs SITM
+452.7%
-437.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +1.1% |
| 7D | -3.4% | +3.9% | -7.2% | -5.2% |
| 30D | +32.6% | -6.6% | +39.2% | +36.0% |
| 3M | -32.2% | -11.9% | -20.4% | -30.0% |
| 6M | +52.4% | +81.1% | -28.8% | +5.4% |
| YTD | +6.7% | +80.0% | -73.3% | -29.1% |
| 1Y | -15.2% | +145.8% | -161.1% | -54.2% |
| 3Y | +14.9% | +475.9% | -461.0% | -57.9% |
| All | +14.9% | +452.7% | -437.8% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling