+136.7%
SPOT vs BTDR
+26.7%
+110.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.9% | -2.6% |
| 7D | -2.9% | +22.4% | -25.3% | -3.8% |
| 30D | +8.3% | +16.5% | -8.2% | +7.2% |
| 3M | +5.1% | -31.5% | +36.5% | +6.3% |
| 6M | -6.5% | +74.0% | -80.5% | -10.3% |
| YTD | -9.0% | +13.0% | -22.0% | -11.1% |
| 1Y | -26.4% | -0.2% | -26.2% | -28.8% |
| 3Y | +240.0% | +9.9% | +230.1% | +210.1% |
| 5Y | +111.7% | +28.1% | +83.6% | +88.9% |
| All | +136.7% | +26.7% | +110.0% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling