+433.9%
BTSG vs SM
+10.1%
+423.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -3.3% | +4.6% | -7.8% | -3.6% |
| 30D | -1.6% | +18.2% | -19.8% | -2.7% |
| 3M | -6.9% | +22.5% | -29.4% | -8.4% |
| 6M | +42.1% | +50.6% | -8.5% | +34.8% |
| YTD | +56.8% | +108.1% | -51.3% | +41.8% |
| 1Y | +109.8% | +46.0% | +63.8% | +99.2% |
| All | +433.9% | +10.1% | +423.8% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling