+338.3%
SU vs BTDR
+20.7%
+317.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | -0.2% |
| 7D | +2.2% | -3.4% | +5.6% | +2.2% |
| 30D | +8.4% | +32.6% | -24.2% | +8.3% |
| 3M | +12.1% | -32.2% | +44.3% | +12.3% |
| 6M | +19.7% | +52.4% | -32.7% | +18.7% |
| YTD | +58.4% | +6.7% | +51.7% | +57.7% |
| 1Y | +67.2% | -15.2% | +82.5% | +66.5% |
| 3Y | +125.0% | +14.9% | +110.1% | +122.3% |
| All | +338.3% | +20.7% | +317.6% | +337.2% |
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