-29.7%
BTDR vs SM
+87.1%
-116.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.6% | +4.1% | +9.1% |
| 7D | +7.7% | +0.3% | +7.3% | +7.7% |
| 30D | -24.1% | -17.3% | -6.8% | -22.8% |
| 3M | -19.1% | -3.6% | -15.5% | -19.1% |
| 6M | -46.6% | +2.9% | -49.5% | -47.5% |
| YTD | -37.3% | +70.2% | -107.5% | -44.7% |
| 1Y | -53.2% | +66.5% | -119.7% | -58.6% |
| 3Y | +77.1% | -8.2% | +85.3% | +65.6% |
| 5Y | -29.7% | -1.5% | -28.2% | -34.4% |
| All | -29.7% | +87.1% | -116.8% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling