-15.5%
BTDR vs SPG
+19.7%
-35.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +32.7% | -5.8% | +38.4% | +33.2% |
| 3M | -28.4% | -2.8% | -25.6% | -30.6% |
| 6M | +51.7% | +8.9% | +42.8% | +37.1% |
| YTD | +2.9% | +14.3% | -11.4% | -6.1% |
| 1Y | -15.5% | +19.5% | -35.0% | -23.8% |
| All | -15.5% | +19.7% | -35.2% | -23.8% |
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