-69.4%
BTDR vs SM
+70.4%
-139.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -15.3% | +9.7% | -10.6% |
| 7D | -17.6% | -21.5% | +3.9% | -24.0% |
| 30D | -40.3% | -11.4% | -28.9% | -42.0% |
| 3M | -42.6% | +0.6% | -43.2% | -40.1% |
| 6M | -46.3% | +0.2% | -46.5% | -41.5% |
| YTD | -41.7% | +69.7% | -111.4% | -41.8% |
| 1Y | -69.4% | +71.6% | -141.0% | -69.3% |
| All | -69.4% | +70.4% | -139.8% | -69.3% |
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