-52.7%
SPCH vs BTDR
-39.3%
-13.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +2.6% |
| 7D | -2.6% | -3.2% | +0.6% | -1.7% |
| 30D | +19.2% | +32.7% | -13.5% | +10.6% |
| All | -52.7% | -39.3% | -13.4% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling