+468.7%
BTSG vs SM
+9.1%
+459.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.8% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +0.2% | +31.5% | -31.3% | -1.7% |
| 3M | +5.6% | +17.3% | -11.7% | +4.3% |
| 6M | +50.8% | +48.5% | +2.3% | +43.2% |
| YTD | +67.0% | +106.3% | -39.2% | +51.1% |
| 1Y | +145.5% | +47.3% | +98.2% | +132.5% |
| All | +468.7% | +9.1% | +459.6% | +446.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling