+3.1%
BTDR vs SN
+46.4%
-43.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.4% |
| 7D | +20.0% | -9.3% | +29.3% | +24.9% |
| 30D | +11.9% | -4.8% | +16.7% | +14.0% |
| 3M | -36.9% | +40.4% | -77.4% | -47.5% |
| 6M | +56.5% | +50.9% | +5.6% | +21.5% |
| YTD | +10.4% | +54.9% | -44.5% | -14.8% |
| 1Y | +3.1% | +43.0% | -39.9% | -40.0% |
| All | +3.1% | +46.4% | -43.3% | -40.0% |
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