-69.4%
BTDR vs SPG
+34.3%
-103.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.5% | -5.5% |
| 7D | -17.6% | +8.2% | -25.7% | -17.7% |
| 30D | -40.3% | +13.5% | -53.7% | -40.8% |
| 3M | -42.6% | +2.2% | -44.9% | -42.5% |
| 6M | -46.3% | +15.9% | -62.2% | -51.3% |
| YTD | -41.7% | +27.6% | -69.3% | -48.8% |
| 1Y | -69.4% | +30.9% | -100.3% | -73.5% |
| All | -69.4% | +34.3% | -103.7% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling