+23.8%
BTDR vs STT
+164.5%
-140.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +20.0% | +0.5% | +19.5% | +19.8% |
| 30D | +11.9% | +3.9% | +8.1% | +9.5% |
| 3M | -36.9% | +20.0% | -56.9% | -42.5% |
| 6M | +56.5% | +55.3% | +1.2% | +26.0% |
| YTD | +10.4% | +53.3% | -42.9% | -10.0% |
| 1Y | +3.1% | +74.7% | -71.6% | -20.1% |
| 3Y | -2.6% | +205.8% | -208.4% | -30.4% |
| 5Y | +25.2% | +145.0% | -119.8% | -11.1% |
| All | +23.8% | +164.5% | -140.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling