+14.9%
SPGI vs BTDR
-35.7%
+50.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | +1.6% | -7.4% | +8.9% | +1.7% |
| 30D | +16.1% | -33.4% | +49.5% | +16.8% |
| 3M | +15.5% | -26.3% | +41.7% | +15.8% |
| 6M | +19.6% | -52.4% | +72.1% | +20.5% |
| YTD | -3.6% | -42.8% | +39.2% | -3.6% |
| 1Y | +2.2% | -63.7% | +65.9% | +3.0% |
| 3Y | +30.1% | +61.5% | -31.3% | +26.2% |
| 5Y | +14.9% | -35.6% | +50.6% | +10.8% |
| All | +14.9% | -35.7% | +50.6% | +10.8% |
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