-35.6%
BTDR vs STT
+109.6%
-145.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | -7.4% | +1.1% | -8.5% | -7.5% |
| 30D | -33.4% | -1.9% | -31.5% | -31.9% |
| 3M | -26.3% | -7.6% | -18.7% | -22.0% |
| 6M | -52.4% | +16.0% | -68.4% | -55.3% |
| YTD | -42.8% | +36.2% | -79.0% | -50.1% |
| 1Y | -63.7% | +46.8% | -110.5% | -69.4% |
| 3Y | +61.5% | +177.8% | -116.3% | +22.3% |
| 5Y | -35.6% | +105.8% | -141.5% | -51.4% |
| All | -35.6% | +109.6% | -145.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling