-1.0%
SO vs BTDR
-18.2%
+17.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.9% |
| 7D | -1.1% | -3.2% | +2.0% | -1.2% |
| 30D | -3.7% | +32.7% | -36.4% | -2.8% |
| 3M | -5.9% | -28.4% | +22.5% | -6.2% |
| 6M | -7.3% | +51.7% | -59.0% | -6.3% |
| YTD | +3.1% | +2.9% | +0.3% | +3.6% |
| 1Y | -1.0% | -15.5% | +14.5% | -0.1% |
| All | -1.0% | -18.2% | +17.2% | -0.1% |
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 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