+20.4%
BTDR vs SPYG
+85.2%
-64.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.7% |
| 7D | -3.4% | -0.9% | -2.5% | -2.2% |
| 30D | +32.6% | -1.5% | +34.1% | +35.7% |
| 3M | -32.2% | +3.7% | -36.0% | -34.1% |
| 6M | +52.4% | +16.4% | +35.9% | +33.6% |
| YTD | +6.7% | +13.3% | -6.6% | -2.8% |
| 1Y | -15.2% | +17.9% | -33.1% | -24.7% |
| 3Y | +14.9% | +98.3% | -83.5% | -17.0% |
| All | +20.4% | +85.2% | -64.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling