-73.1%
SMR vs BTDR
-4.8%
-68.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -2.5% |
| 7D | +4.4% | +20.0% | -15.5% | -5.1% |
| 30D | +3.4% | +11.9% | -8.5% | -4.4% |
| 3M | -19.2% | -36.9% | +17.8% | -2.2% |
| 6M | -22.6% | +56.5% | -79.2% | -42.6% |
| YTD | -31.5% | +10.4% | -42.0% | -40.9% |
| 1Y | -73.1% | +3.1% | -76.2% | -69.2% |
| All | -73.1% | -4.8% | -68.3% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling