+7.5%
SMR vs BTDR
+23.1%
-15.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.6% |
| 7D | +13.1% | +14.8% | -1.7% | +8.7% |
| 30D | +17.8% | +41.8% | -24.0% | +6.4% |
| 3M | +8.1% | -29.2% | +37.3% | +16.7% |
| 6M | -11.1% | +66.2% | -77.3% | -23.6% |
| YTD | -23.7% | +10.0% | -33.7% | -27.6% |
| 1Y | -69.4% | -11.0% | -58.4% | -69.5% |
| 3Y | +82.6% | +6.9% | +75.7% | +53.8% |
| All | +7.5% | +23.1% | -15.6% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling