-36.6%
BTDR vs SN
+681.9%
-718.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +6.9% | +8.3% |
| 7D | +7.1% | +7.6% | -0.5% | +3.0% |
| 30D | -31.4% | +24.1% | -55.4% | -39.3% |
| 3M | -39.2% | +23.7% | -63.0% | -46.5% |
| 6M | -50.9% | +105.5% | -156.5% | -68.5% |
| YTD | -41.0% | +105.1% | -146.1% | -62.3% |
| 1Y | -69.9% | +148.3% | -218.2% | -82.9% |
| 3Y | +87.3% | +438.7% | -351.4% | -19.5% |
| All | -36.6% | +681.9% | -718.5% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling