+2.2%
SPGI vs BTDR
+24.7%
-22.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.5% |
| 7D | -3.1% | +14.8% | -17.9% | -3.4% |
| 30D | +2.0% | +41.8% | -39.8% | +1.3% |
| 3M | +4.3% | -29.2% | +33.5% | +4.8% |
| 6M | -0.2% | +66.2% | -66.4% | -2.2% |
| YTD | -14.8% | +10.0% | -24.8% | -15.7% |
| 1Y | -18.5% | -11.0% | -7.6% | -19.5% |
| 3Y | +16.0% | +6.9% | +9.0% | +11.0% |
| 5Y | +2.2% | +24.7% | -22.5% | -2.8% |
| All | +2.2% | +24.7% | -22.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling