+26.7%
BTDR vs SMTC
+172.3%
-145.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.0% | -7.6% | -1.1% |
| 7D | +22.4% | +22.9% | -0.5% | +13.8% |
| 30D | +16.5% | +16.6% | -0.2% | +9.7% |
| 3M | -31.5% | +2.4% | -33.9% | -33.2% |
| 6M | +74.0% | +98.3% | -24.2% | +36.4% |
| YTD | +13.0% | +120.7% | -107.7% | -14.6% |
| 1Y | -0.2% | +168.3% | -168.5% | -28.7% |
| 3Y | +9.9% | +571.7% | -561.8% | -41.6% |
| 5Y | +28.1% | +114.0% | -85.9% | -31.7% |
| All | +26.7% | +172.3% | -145.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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