+56.5%
BTDR vs SN
+49.1%
+7.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.5% |
| 7D | +20.0% | -9.3% | +29.3% | +26.5% |
| 30D | +11.9% | -4.8% | +16.7% | +14.6% |
| 3M | -36.9% | +40.4% | -77.4% | -52.2% |
| 6M | +56.5% | +50.9% | +5.6% | +10.3% |
| All | +56.5% | +49.1% | +7.4% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling