+82.0%
SPY vs BTDR
+16.5%
+65.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -1.7% | +32.7% | -34.3% | -3.0% |
| 3M | +4.7% | -28.4% | +33.1% | +5.5% |
| 6M | +12.5% | +51.7% | -39.2% | +9.4% |
| YTD | +11.7% | +2.9% | +8.9% | +10.0% |
| 1Y | +17.5% | -15.5% | +33.0% | +15.6% |
| 3Y | +76.6% | 0.0% | +76.6% | +66.6% |
| 5Y | +82.0% | +16.5% | +65.6% | +67.2% |
| All | +82.0% | +16.5% | +65.6% | +67.2% |
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