+109.8%
BTSG vs SITM
+155.7%
-45.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +0.9% |
| 7D | -3.3% | +3.9% | -7.1% | -3.7% |
| 30D | -1.6% | -6.6% | +5.0% | -1.0% |
| 3M | -6.9% | -11.9% | +5.0% | -6.4% |
| 6M | +42.1% | +81.1% | -39.0% | +26.4% |
| YTD | +56.8% | +80.0% | -23.2% | +39.4% |
| 1Y | +109.8% | +145.8% | -36.0% | +77.8% |
| All | +109.8% | +155.7% | -45.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling