+1,383.2%
STX vs BTDR
+8.5%
+1,374.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.1% | +6.3% |
| 7D | +10.7% | +22.4% | -11.7% | +8.4% |
| 30D | +11.3% | +16.5% | -5.2% | +9.1% |
| 3M | +3.2% | -31.5% | +34.7% | +5.6% |
| 6M | +157.0% | +74.0% | +82.9% | +142.7% |
| YTD | +229.2% | +13.0% | +216.2% | +218.7% |
| 1Y | +381.8% | -0.2% | +382.1% | +364.6% |
| 3Y | +1,383.2% | +9.9% | +1,373.3% | +1,205.7% |
| All | +1,383.2% | +8.5% | +1,374.7% | +1,205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling