+19.6%
BTDR vs SPXS
-86.9%
+106.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.5% |
| 7D | -3.4% | +2.5% | -5.9% | -2.1% |
| 30D | +32.6% | +4.2% | +28.4% | +36.0% |
| 3M | -32.2% | -9.3% | -22.9% | -33.9% |
| 6M | +52.4% | -30.7% | +83.1% | +36.9% |
| YTD | +6.7% | -28.1% | +34.7% | -0.8% |
| 1Y | -15.2% | -35.1% | +19.8% | -22.6% |
| 3Y | +14.9% | -79.6% | +94.5% | -7.8% |
| 5Y | +20.8% | -86.3% | +107.1% | -3.5% |
| All | +19.6% | -86.9% | +106.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling