+17.5%
SPY vs BTDR
-18.2%
+35.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -2.0% | -3.2% | +1.2% | -1.8% |
| 30D | -1.7% | +32.7% | -34.3% | -3.4% |
| 3M | +4.7% | -28.4% | +33.1% | +5.9% |
| 6M | +12.5% | +51.7% | -39.2% | +8.4% |
| YTD | +11.7% | +2.9% | +8.9% | +9.2% |
| 1Y | +17.5% | -15.5% | +33.0% | +15.5% |
| All | +17.5% | -18.2% | +35.7% | +15.5% |
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