+15.3%
BTDR vs STZ
-39.5%
+54.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.3% | -6.7% |
| 7D | -3.2% | -4.1% | +0.9% | -2.7% |
| 30D | +32.7% | -7.6% | +40.3% | +34.0% |
| 3M | -28.4% | -12.3% | -16.1% | -27.0% |
| 6M | +51.7% | -16.3% | +68.0% | +55.7% |
| YTD | +2.9% | -8.4% | +11.2% | +3.6% |
| 1Y | -15.5% | -10.8% | -4.6% | -14.6% |
| 3Y | 0.0% | -49.0% | +49.0% | +5.4% |
| 5Y | +16.5% | -36.5% | +52.9% | +24.6% |
| All | +15.3% | -39.5% | +54.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling