+24.7%
BTDR vs STT
+158.4%
-133.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +14.8% | +1.0% | +13.8% | +14.3% |
| 30D | +41.8% | +2.8% | +39.0% | +39.6% |
| 3M | -29.2% | +18.1% | -47.3% | -35.0% |
| 6M | +66.2% | +59.2% | +7.0% | +31.5% |
| YTD | +10.0% | +51.5% | -41.5% | -10.2% |
| 1Y | -11.0% | +75.7% | -86.6% | -31.4% |
| 3Y | +6.9% | +200.8% | -193.8% | -23.8% |
| 5Y | +24.7% | +155.8% | -131.1% | -11.4% |
| All | +24.7% | +158.4% | -133.7% | -11.4% |
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