+463.5%
BTSG vs SBAC
-15.0%
+478.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +0.9% | +3.9% | -3.0% | +0.9% |
| 3M | +1.6% | -8.2% | +9.8% | +2.0% |
| 6M | +46.8% | -2.8% | +49.6% | +46.3% |
| YTD | +65.5% | -1.5% | +67.1% | +64.9% |
| 1Y | +136.2% | 0.0% | +136.2% | +135.1% |
| All | +463.5% | -15.0% | +478.6% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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