+115.3%
SPOT vs BTDR
+20.7%
+94.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | +7.4% | +32.6% | -25.2% | +5.8% |
| 3M | +8.2% | -32.2% | +40.4% | +9.5% |
| 6M | +2.2% | +52.4% | -50.1% | -1.3% |
| YTD | -9.5% | +6.7% | -16.2% | -11.4% |
| 1Y | -23.8% | -15.2% | -8.6% | -25.7% |
| 3Y | +233.5% | +14.9% | +218.6% | +203.7% |
| All | +115.3% | +20.7% | +94.6% | +94.1% |
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 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