+77.8%
SO vs BTDR
-29.7%
+107.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.5% | +0.3% |
| 7D | +0.8% | +7.7% | -6.9% | +0.9% |
| 30D | +7.8% | -24.1% | +31.9% | +7.6% |
| 3M | +2.9% | -19.1% | +22.0% | +2.9% |
| 6M | +2.5% | -46.6% | +49.1% | +2.1% |
| YTD | +10.3% | -37.3% | +47.5% | +10.1% |
| 1Y | +6.4% | -53.2% | +59.6% | +6.1% |
| 3Y | +52.8% | +77.1% | -24.3% | +51.5% |
| 5Y | +78.7% | -29.7% | +108.4% | +80.7% |
| All | +77.8% | -29.7% | +107.5% | +80.1% |
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 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