+21.9%
SU vs BTDR
+51.5%
-29.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.6% |
| 7D | +1.7% | -3.2% | +4.8% | +1.4% |
| 30D | +9.6% | +32.7% | -23.1% | +12.6% |
| 3M | +11.7% | -28.4% | +40.1% | +9.5% |
| 6M | +21.9% | +51.7% | -29.8% | +35.5% |
| All | +21.9% | +51.5% | -29.6% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling