+15.3%
BTDR vs SM
+129.2%
-113.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.5% |
| 7D | -3.2% | +2.1% | -5.3% | -3.4% |
| 30D | +32.7% | +18.1% | +14.5% | +30.5% |
| 3M | -28.4% | +17.0% | -45.4% | -29.8% |
| 6M | +51.7% | +55.4% | -3.7% | +39.5% |
| YTD | +2.9% | +108.6% | -105.7% | -10.7% |
| 1Y | -15.5% | +45.7% | -61.1% | -21.9% |
| 3Y | 0.0% | -0.3% | +0.3% | -7.8% |
| 5Y | +16.5% | +113.0% | -96.6% | +6.5% |
| All | +15.3% | +129.2% | -113.9% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling