-46.6%
BTDR vs SM
+4.1%
-50.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.6% | +4.1% | +11.0% |
| 7D | +7.7% | +0.3% | +7.3% | +7.2% |
| 30D | -24.1% | -17.3% | -6.8% | -28.8% |
| 3M | -19.1% | -3.6% | -15.5% | -17.3% |
| 6M | -46.6% | +2.9% | -49.5% | -38.1% |
| All | -46.6% | +4.1% | -50.7% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling