+18.4%
BTDR vs SM
-1.2%
+19.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +14.8% | -0.2% | +15.0% | +14.8% |
| 30D | +41.8% | +20.3% | +21.5% | +37.0% |
| 3M | -29.2% | +22.9% | -52.1% | -33.0% |
| 6M | +66.2% | +47.8% | +18.3% | +41.3% |
| YTD | +10.0% | +107.5% | -97.5% | -19.8% |
| 1Y | -11.0% | +51.7% | -62.7% | -26.2% |
| All | +18.4% | -1.2% | +19.7% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling