-69.4%
BTDR vs SN
+156.5%
-225.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.7% | -7.4% |
| 7D | -17.6% | +10.6% | -28.2% | -21.6% |
| 30D | -40.3% | +20.0% | -60.3% | -45.3% |
| 3M | -42.6% | +30.4% | -73.0% | -49.9% |
| 6M | -46.3% | +91.0% | -137.3% | -63.4% |
| YTD | -41.7% | +95.9% | -137.7% | -62.3% |
| 1Y | -69.4% | +158.9% | -228.3% | -83.6% |
| All | -69.4% | +156.5% | -225.9% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling