-41.2%
BTDR vs SN
+650.0%
-691.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.0% | -9.8% | -11.1% |
| 7D | +15.4% | +1.4% | +14.1% | +15.1% |
| 30D | -33.4% | +16.6% | -50.0% | -38.8% |
| 3M | -32.0% | +18.3% | -50.3% | -38.5% |
| 6M | -52.2% | +103.1% | -155.3% | -69.1% |
| YTD | -45.3% | +96.7% | -142.0% | -64.1% |
| 1Y | -56.0% | +134.3% | -190.4% | -74.0% |
| 3Y | +54.4% | +425.2% | -370.8% | -32.0% |
| All | -41.2% | +650.0% | -691.2% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling