-69.4%
BTDR vs SPYG
+10.8%
-80.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -9.5% |
| 7D | -17.6% | -2.8% | -14.8% | -9.6% |
| 30D | -40.3% | -6.2% | -34.1% | -26.0% |
| 3M | -42.6% | -3.6% | -39.0% | -33.9% |
| 6M | -46.3% | +4.8% | -51.1% | -49.2% |
| YTD | -41.7% | +11.0% | -52.7% | -52.7% |
| 1Y | -69.4% | +11.2% | -80.6% | -75.3% |
| All | -69.4% | +10.8% | -80.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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