+1,012.8%
STX vs BTDR
+19.6%
+993.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.5% | -4.0% |
| 7D | -2.3% | -3.4% | +1.1% | -2.0% |
| 30D | -5.5% | +32.6% | -38.1% | -7.9% |
| 3M | -4.3% | -32.2% | +27.9% | -2.3% |
| 6M | +115.6% | +52.4% | +63.3% | +107.6% |
| YTD | +202.2% | +6.7% | +195.5% | +195.7% |
| 1Y | +325.3% | -15.2% | +340.5% | +317.3% |
| 3Y | +1,283.9% | +14.9% | +1,269.0% | +1,166.3% |
| 5Y | +1,048.3% | +20.8% | +1,027.5% | +921.7% |
| All | +1,012.8% | +19.6% | +993.2% | +885.7% |
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