-15.5%
BTDR vs STT
+75.2%
-90.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.0% |
| 7D | -3.2% | -1.4% | -1.8% | -1.3% |
| 30D | +32.7% | +2.2% | +30.5% | +27.9% |
| 3M | -28.4% | +18.8% | -47.2% | -44.9% |
| 6M | +51.7% | +57.9% | -6.2% | -25.7% |
| YTD | +2.9% | +51.0% | -48.1% | -46.4% |
| 1Y | -15.5% | +77.1% | -92.6% | -63.2% |
| All | -15.5% | +75.2% | -90.6% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling