+77.7%
SPY vs BTDR
+41.1%
+36.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.3% | +0.1% |
| 7D | +2.6% | -6.9% | +9.5% | +2.9% |
| 30D | -2.0% | -31.5% | +29.6% | -0.2% |
| 3M | -2.8% | -36.1% | +33.3% | -1.0% |
| 6M | +2.1% | -57.6% | +59.8% | +5.4% |
| YTD | +11.5% | -50.0% | +61.5% | +13.1% |
| 1Y | +13.5% | -49.6% | +63.1% | +14.8% |
| 3Y | +77.7% | +48.5% | +29.2% | +65.9% |
| All | +77.7% | +41.1% | +36.6% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling