+547.4%
BTSG vs SFM
+4.5%
+542.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | +6.0% | +6.0% | 0.0% | +5.2% |
| 30D | +12.4% | -19.5% | +31.9% | +15.0% |
| 3M | +18.2% | -37.0% | +55.3% | +25.6% |
| 6M | +26.0% | -41.0% | +67.0% | +34.6% |
| YTD | +90.1% | -34.6% | +124.8% | +98.5% |
| 1Y | +124.3% | -36.3% | +160.5% | +135.3% |
| All | +547.4% | +4.5% | +542.8% | +695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling