+5.2%
SSPC vs BTDR
-65.6%
+70.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.6% | +13.4% | +5.8% |
| 7D | +11.8% | -17.6% | +29.3% | +6.1% |
| 30D | +44.7% | -40.3% | +85.0% | +26.8% |
| 3M | -40.7% | -42.6% | +1.9% | -46.9% |
| All | +5.2% | -65.6% | +70.8% | -16.9% |
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 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 · Available span rolling