-44.0%
BTDR vs STT
+137.4%
-181.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | -6.9% | +4.8% | -11.7% | -9.2% |
| 30D | -31.5% | +3.9% | -35.5% | -32.4% |
| 3M | -36.1% | -8.2% | -27.9% | -32.3% |
| 6M | -57.6% | +15.6% | -73.2% | -60.0% |
| YTD | -50.0% | +37.6% | -87.7% | -56.4% |
| 1Y | -49.6% | +50.1% | -99.7% | -57.6% |
| 3Y | +48.5% | +183.1% | -134.5% | +13.8% |
| 5Y | -43.8% | +104.8% | -148.7% | -57.2% |
| All | -44.0% | +137.4% | -181.4% | -56.8% |
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