+18.4%
BTDR vs SPY
+76.5%
-58.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.2% |
| 7D | +14.8% | -0.4% | +15.2% | +16.3% |
| 30D | +41.8% | -1.4% | +43.2% | +48.4% |
| 3M | -29.2% | +3.7% | -32.9% | -35.5% |
| 6M | +66.2% | +13.0% | +53.2% | +21.4% |
| YTD | +10.0% | +12.4% | -2.4% | -16.8% |
| 1Y | -11.0% | +18.5% | -29.5% | -40.9% |
| All | +18.4% | +76.5% | -58.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling