+23.7%
SYY vs BTDR
+26.7%
-3.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.3% |
| 7D | -2.8% | +22.4% | -25.2% | -3.0% |
| 30D | -5.3% | +16.5% | -21.7% | -5.5% |
| 3M | +5.1% | -31.5% | +36.6% | +5.5% |
| 6M | -5.0% | +74.0% | -79.0% | -6.2% |
| YTD | +10.7% | +13.0% | -2.3% | +9.8% |
| 1Y | +0.7% | -0.2% | +0.9% | -0.3% |
| 3Y | +24.0% | +9.9% | +14.2% | +20.2% |
| 5Y | +19.3% | +28.1% | -8.8% | +17.2% |
| All | +23.7% | +26.7% | -3.0% | +20.8% |
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