+97.0%
STM vs BTDR
-59.5%
+156.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.2% | +0.9% |
| 7D | +1.4% | +7.7% | -6.2% | -0.8% |
| 30D | -8.4% | -24.1% | +15.7% | -2.8% |
| 3M | -15.8% | -19.1% | +3.3% | -12.7% |
| 6M | -22.8% | -46.6% | +23.8% | -13.1% |
| YTD | +79.4% | -37.3% | +116.6% | +90.8% |
| 1Y | +97.0% | -53.2% | +150.2% | +111.9% |
| All | +97.0% | -59.5% | +156.5% | +111.9% |
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 · 6 months rolling