+433.9%
BTSG vs SPXS
-74.3%
+508.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +0.6% |
| 7D | -3.3% | +2.5% | -5.8% | -2.4% |
| 30D | -1.6% | +4.2% | -5.8% | 0.0% |
| 3M | -6.9% | -9.3% | +2.4% | -9.5% |
| 6M | +42.1% | -30.7% | +72.8% | +26.8% |
| YTD | +56.8% | -28.1% | +84.9% | +42.8% |
| 1Y | +109.8% | -35.1% | +144.9% | +86.5% |
| All | +433.9% | -74.3% | +508.2% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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