+20.4%
BTDR vs SM
+108.4%
-87.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -3.4% | +4.6% | -7.9% | -3.8% |
| 30D | +32.6% | +18.2% | +14.4% | +30.4% |
| 3M | -32.2% | +22.5% | -54.8% | -34.0% |
| 6M | +52.4% | +50.6% | +1.8% | +40.5% |
| YTD | +6.7% | +108.1% | -101.4% | -7.8% |
| 1Y | -15.2% | +46.0% | -61.2% | -22.0% |
| 3Y | +14.9% | +2.9% | +12.0% | +5.6% |
| All | +20.4% | +108.4% | -87.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling