+23.8%
BTDR vs SM
+118.8%
-95.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +4.2% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +11.9% | +26.3% | -14.4% | +9.2% |
| 3M | -36.9% | +8.7% | -45.6% | -37.7% |
| 6M | +56.5% | +51.7% | +4.8% | +43.9% |
| YTD | +10.4% | +99.0% | -88.6% | -3.6% |
| 1Y | +3.1% | +34.6% | -31.5% | -3.9% |
| 3Y | -2.6% | -7.8% | +5.2% | -9.8% |
| 5Y | +25.2% | +104.8% | -79.6% | +15.0% |
| All | +23.8% | +118.8% | -95.0% | +13.5% |
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 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