+18.3%
BTDR vs SN
+476.8%
-458.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -0.8% |
| 7D | +14.8% | -3.4% | +18.2% | +17.0% |
| 30D | +41.8% | -9.1% | +50.9% | +49.1% |
| 3M | -29.2% | +31.8% | -61.0% | -40.9% |
| 6M | +66.2% | +52.0% | +14.1% | +27.2% |
| YTD | +10.0% | +51.3% | -41.3% | -16.2% |
| 1Y | -11.0% | +46.9% | -57.8% | -32.0% |
| 3Y | +6.9% | +394.9% | -388.0% | -46.5% |
| All | +18.3% | +476.8% | -458.5% | -37.8% |
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