+1.8%
SPGI vs BTDR
-59.5%
+61.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.7% | -9.3% | +0.4% |
| 7D | -1.4% | +7.7% | -9.0% | -1.3% |
| 30D | +15.3% | -24.1% | +39.3% | +15.4% |
| 3M | +16.5% | -19.1% | +35.6% | +16.6% |
| 6M | +19.8% | -46.6% | +66.5% | +19.2% |
| YTD | -3.2% | -37.3% | +34.0% | -3.9% |
| 1Y | +1.8% | -53.2% | +55.0% | +0.5% |
| All | +1.8% | -59.5% | +61.3% | +0.5% |
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