+504.0%
STX vs BTDR
-29.7%
+533.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +9.7% | +0.3% | +9.0% |
| 7D | -1.0% | +7.7% | -8.6% | -1.6% |
| 30D | -26.8% | -24.1% | -2.7% | -24.8% |
| 3M | -32.7% | -19.1% | -13.6% | -31.5% |
| 6M | -33.7% | -46.6% | +12.9% | -30.6% |
| YTD | +101.0% | -37.3% | +138.3% | +106.1% |
| 1Y | +92.7% | -53.2% | +145.9% | +100.3% |
| 3Y | +708.7% | +77.1% | +631.6% | +673.8% |
| 5Y | +504.0% | -29.7% | +533.7% | +464.5% |
| All | +504.0% | -29.7% | +533.7% | +464.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling