+3.1%
BTDR vs SM
+36.8%
-33.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +3.0% |
| 7D | +20.0% | -0.5% | +20.5% | +19.9% |
| 30D | +11.9% | +25.6% | -13.6% | +21.7% |
| 3M | -36.9% | +8.0% | -45.0% | -31.9% |
| 6M | +56.5% | +50.8% | +5.7% | +68.0% |
| YTD | +10.4% | +97.9% | -87.4% | +13.5% |
| 1Y | +3.1% | +33.8% | -30.7% | +15.0% |
| All | +3.1% | +36.8% | -33.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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