+9.9%
BTDR vs STT
+203.8%
-193.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +4.1% |
| 7D | +22.4% | +2.2% | +20.2% | +19.0% |
| 30D | +16.5% | +3.9% | +12.6% | +9.4% |
| 3M | -31.5% | +19.2% | -50.7% | -46.6% |
| 6M | +74.0% | +60.4% | +13.7% | -11.1% |
| YTD | +13.0% | +51.5% | -38.4% | -37.0% |
| 1Y | -0.2% | +76.3% | -76.5% | -54.6% |
| 3Y | +9.9% | +200.7% | -190.9% | -66.3% |
| All | +9.9% | +203.8% | -193.9% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling