+86.9%
SPYM vs BTDR
+19.6%
+67.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.8% | -3.4% | +2.6% | -0.6% |
| 30D | -1.1% | +32.6% | -33.7% | -2.4% |
| 3M | +3.9% | -32.2% | +36.1% | +4.9% |
| 6M | +13.6% | +52.4% | -38.7% | +10.5% |
| YTD | +12.7% | +6.7% | +6.0% | +10.8% |
| 1Y | +17.6% | -15.2% | +32.8% | +15.7% |
| 3Y | +77.2% | +14.9% | +62.3% | +67.1% |
| 5Y | +84.1% | +20.8% | +63.3% | +71.0% |
| All | +86.9% | +19.6% | +67.3% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling