+20.4%
BTDR vs SITM
+187.3%
-166.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.1% |
| 7D | -3.4% | +3.9% | -7.2% | -4.5% |
| 30D | +32.6% | -6.6% | +39.2% | +34.9% |
| 3M | -32.2% | -11.9% | -20.4% | -30.5% |
| 6M | +52.4% | +81.1% | -28.8% | +24.3% |
| YTD | +6.7% | +80.0% | -73.3% | -14.5% |
| 1Y | -15.2% | +145.8% | -161.1% | -38.8% |
| 3Y | +14.9% | +475.9% | -461.0% | -30.1% |
| All | +20.4% | +187.3% | -166.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling