+9.9%
BTDR vs SN
+430.5%
-420.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.7% |
| 7D | +22.4% | +0.1% | +22.3% | +22.3% |
| 30D | +16.5% | -5.6% | +22.1% | +20.1% |
| 3M | -31.5% | +48.1% | -79.5% | -48.1% |
| 6M | +74.0% | +57.6% | +16.4% | +27.1% |
| YTD | +13.0% | +56.5% | -43.5% | -17.8% |
| 1Y | -0.2% | +52.6% | -52.8% | -27.5% |
| 3Y | +9.9% | +412.0% | -402.1% | -46.0% |
| All | +9.9% | +430.5% | -420.6% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling