+463.5%
BTSG vs SIRI
-40.3%
+503.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.9% | -3.9% | +6.8% | +3.6% |
| 30D | +0.9% | -0.8% | +1.7% | +1.0% |
| 3M | +1.6% | +4.3% | -2.7% | +0.8% |
| 6M | +46.8% | +34.1% | +12.7% | +39.3% |
| YTD | +65.5% | +47.3% | +18.2% | +54.3% |
| 1Y | +136.2% | +22.9% | +113.3% | +126.5% |
| All | +463.5% | -40.3% | +503.8% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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