+24.7%
BTDR vs STZ
-38.0%
+62.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +14.8% | -6.0% | +20.8% | +15.8% |
| 30D | +41.8% | -8.9% | +50.7% | +43.5% |
| 3M | -29.2% | -12.6% | -16.6% | -27.8% |
| 6M | +66.2% | -17.2% | +83.4% | +70.8% |
| YTD | +10.0% | -10.0% | +20.0% | +11.1% |
| 1Y | -11.0% | -14.3% | +3.3% | -9.5% |
| 3Y | +6.9% | -49.9% | +56.9% | +13.0% |
| 5Y | +24.7% | -38.2% | +62.9% | +34.5% |
| All | +24.7% | -38.0% | +62.6% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling