+18.8%
BTDR vs SN
+490.7%
-471.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.5% |
| 7D | +20.0% | -9.3% | +29.3% | +26.6% |
| 30D | +11.9% | -4.8% | +16.7% | +14.7% |
| 3M | -36.9% | +40.4% | -77.4% | -49.5% |
| 6M | +56.5% | +50.9% | +5.6% | +20.4% |
| YTD | +10.4% | +54.9% | -44.5% | -17.0% |
| 1Y | +3.1% | +43.0% | -39.9% | -20.1% |
| 3Y | -2.6% | +391.8% | -394.4% | -51.4% |
| All | +18.8% | +490.7% | -471.9% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling