+25.7%
SPGI vs BTDR
-38.7%
+64.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.8% | +11.4% | -1.2% |
| 7D | -0.8% | +15.4% | -16.3% | -1.1% |
| 30D | +14.3% | -33.4% | +47.7% | +15.0% |
| 3M | +14.5% | -32.0% | +46.5% | +15.0% |
| 6M | +17.3% | -52.2% | +69.5% | +18.1% |
| YTD | -4.6% | -45.3% | +40.7% | -4.6% |
| 1Y | +0.8% | -56.0% | +56.8% | +1.1% |
| 3Y | +28.8% | +54.4% | -25.6% | +25.1% |
| 5Y | +14.0% | -38.5% | +52.5% | +11.3% |
| All | +25.7% | -38.7% | +64.4% | +22.6% |
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