+38.5%
STM vs BTDR
+23.8%
+14.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.1% | +1.5% |
| 7D | +5.8% | +20.0% | -14.2% | +3.7% |
| 30D | -1.0% | +11.9% | -12.9% | -2.6% |
| 3M | -33.3% | -36.9% | +3.7% | -31.0% |
| 6M | +57.4% | +56.5% | +0.8% | +49.6% |
| YTD | +102.2% | +10.4% | +91.8% | +96.4% |
| 1Y | +99.6% | +3.1% | +96.5% | +92.1% |
| 3Y | +14.5% | -2.6% | +17.1% | +2.0% |
| 5Y | +21.4% | +25.2% | -3.8% | +4.7% |
| All | +38.5% | +23.8% | +14.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling