+22.9%
STM vs BTDR
-29.7%
+52.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.2% | +2.4% |
| 7D | +1.4% | +7.7% | -6.2% | +0.5% |
| 30D | -8.4% | -24.1% | +15.7% | -5.8% |
| 3M | -15.8% | -19.1% | +3.3% | -14.2% |
| 6M | -22.8% | -46.6% | +23.8% | -18.6% |
| YTD | +79.4% | -37.3% | +116.6% | +84.5% |
| 1Y | +97.0% | -53.2% | +150.2% | +106.3% |
| 3Y | +14.2% | +77.1% | -62.9% | +3.8% |
| 5Y | -4.5% | -29.7% | +25.2% | -13.7% |
| All | +22.9% | -29.7% | +52.6% | +10.4% |
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