+392.0%
BTG vs SPY
+717.0%
-325.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +36.8% | +0.1% | +36.8% | +36.9% |
| 3M | +23.1% | +2.0% | +21.1% | +22.4% |
| 6M | +3.5% | +13.0% | -9.5% | -1.4% |
| YTD | +25.5% | +13.5% | +11.9% | +19.5% |
| 1Y | +40.1% | +20.0% | +20.1% | +30.6% |
| 3Y | +101.1% | +77.2% | +23.9% | +58.8% |
| 5Y | +70.6% | +81.9% | -11.3% | +32.5% |
| 10Y | +152.1% | +314.1% | -161.9% | +41.6% |
| All | +392.0% | +717.0% | -325.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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