+15.3%
BTDR vs SITM
+392.1%
-376.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -7.1% |
| 7D | -3.2% | +4.8% | -8.0% | -4.6% |
| 30D | +32.7% | -9.7% | +42.4% | +36.2% |
| 3M | -28.4% | -9.3% | -19.1% | -27.1% |
| 6M | +51.7% | +69.5% | -17.8% | +27.4% |
| YTD | +2.9% | +70.5% | -67.7% | -15.4% |
| 1Y | -15.5% | +145.3% | -160.7% | -37.8% |
| 3Y | 0.0% | +432.8% | -432.8% | -36.4% |
| 5Y | +16.5% | +174.0% | -157.6% | -25.8% |
| All | +15.3% | +392.1% | -376.8% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling