+608.7%
STX vs BTDR
-44.0%
+652.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.6% | -2.2% |
| 7D | +14.6% | -6.9% | +21.5% | +15.4% |
| 30D | -26.0% | -31.5% | +5.6% | -23.1% |
| 3M | -42.6% | -36.1% | -6.5% | -40.2% |
| 6M | -35.3% | -57.6% | +22.4% | -30.7% |
| YTD | +92.5% | -50.0% | +142.5% | +101.8% |
| 1Y | +102.4% | -49.6% | +152.0% | +111.8% |
| 3Y | +673.8% | +48.5% | +625.3% | +656.8% |
| 5Y | +463.1% | -43.8% | +506.9% | +437.0% |
| All | +608.7% | -44.0% | +652.7% | +572.7% |
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 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