+65.2%
SO vs BTDR
+19.6%
+45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.6% |
| 7D | -1.1% | -3.4% | +2.3% | -1.1% |
| 30D | -5.0% | +32.6% | -37.6% | -4.7% |
| 3M | -5.8% | -32.2% | +26.5% | -5.9% |
| 6M | -7.9% | +52.4% | -60.3% | -7.5% |
| YTD | +2.4% | +6.7% | -4.3% | +2.8% |
| 1Y | -2.3% | -15.2% | +13.0% | -1.9% |
| 3Y | +41.9% | +14.9% | +27.0% | +41.5% |
| 5Y | +58.1% | +20.8% | +37.3% | +60.9% |
| All | +65.2% | +19.6% | +45.6% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling