+27.1%
SPGI vs BTDR
-44.0%
+71.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.7% | +1.2% |
| 7D | +1.2% | -6.9% | +8.1% | +1.3% |
| 30D | +15.9% | -31.5% | +47.5% | +16.5% |
| 3M | +12.3% | -36.1% | +48.4% | +12.9% |
| 6M | +23.7% | -57.6% | +81.3% | +24.8% |
| YTD | -3.5% | -50.0% | +46.5% | -3.4% |
| 1Y | +0.4% | -49.6% | +50.0% | +0.5% |
| 3Y | +29.9% | +48.5% | -18.6% | +26.4% |
| 5Y | +15.2% | -43.8% | +59.0% | +12.7% |
| All | +27.1% | -44.0% | +71.1% | +24.1% |
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