+547.4%
BTSG vs SM
-5.4%
+552.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.0% | +9.4% | -3.3% | +5.4% |
| 30D | +12.4% | -14.4% | +26.8% | +13.4% |
| 3M | +18.2% | +1.6% | +16.7% | +17.8% |
| 6M | +26.0% | +6.3% | +19.7% | +24.5% |
| YTD | +90.1% | +78.8% | +11.4% | +73.2% |
| 1Y | +124.3% | +83.1% | +41.1% | +103.2% |
| All | +547.4% | -5.4% | +552.8% | +526.9% |
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