-15.2%
BTDR vs SN
+38.1%
-53.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.2% |
| 7D | -3.4% | -7.3% | +3.9% | -0.1% |
| 30D | +32.6% | -13.6% | +46.2% | +41.2% |
| 3M | -32.2% | +18.6% | -50.8% | -38.9% |
| 6M | +52.4% | +46.0% | +6.4% | +20.2% |
| YTD | +6.7% | +43.7% | -37.0% | -15.6% |
| 1Y | -15.2% | +39.2% | -54.4% | -52.2% |
| All | -15.2% | +38.1% | -53.3% | -52.2% |
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