-29.7%
BTDR vs STT
+138.4%
-168.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +8.8% |
| 7D | +7.7% | +0.4% | +7.2% | +8.1% |
| 30D | -24.1% | -0.4% | -23.6% | -23.1% |
| 3M | -19.1% | -6.5% | -12.6% | -15.2% |
| 6M | -46.6% | +17.2% | -63.8% | -50.0% |
| YTD | -37.3% | +38.2% | -75.5% | -45.4% |
| 1Y | -53.2% | +49.3% | -102.5% | -60.5% |
| 3Y | +77.1% | +181.9% | -104.8% | +35.2% |
| 5Y | -29.7% | +106.9% | -136.6% | -46.6% |
| All | -29.7% | +138.4% | -168.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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