+24.7%
BTDR vs SPG
+104.0%
-79.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.5% |
| 7D | +14.8% | -1.7% | +16.5% | +15.8% |
| 30D | +41.8% | -6.3% | +48.1% | +46.3% |
| 3M | -29.2% | -2.4% | -26.7% | -29.2% |
| 6M | +66.2% | +9.6% | +56.5% | +56.0% |
| YTD | +10.0% | +14.2% | -4.2% | +0.7% |
| 1Y | -11.0% | +19.3% | -30.3% | -20.8% |
| 3Y | +6.9% | +106.7% | -99.8% | -15.9% |
| 5Y | +24.7% | +104.2% | -79.5% | -2.4% |
| All | +24.7% | +104.0% | -79.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling