-44.0%
BTDR vs SM
+96.5%
-140.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | -6.9% | +9.4% | -16.3% | -7.8% |
| 30D | -31.5% | -14.4% | -17.2% | -30.7% |
| 3M | -36.1% | +1.6% | -37.6% | -36.5% |
| 6M | -57.6% | +6.3% | -64.0% | -58.5% |
| YTD | -50.0% | +78.8% | -128.8% | -56.2% |
| 1Y | -49.6% | +83.1% | -132.7% | -56.0% |
| 3Y | +48.5% | -5.9% | +54.4% | +38.2% |
| 5Y | -43.8% | +4.8% | -48.6% | -47.9% |
| All | -44.0% | +96.5% | -140.5% | -48.4% |
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