+468.7%
BTSG vs SPXU
-74.9%
+543.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +3.6% |
| 7D | +5.7% | -1.5% | +7.2% | +5.2% |
| 30D | +0.2% | +3.7% | -3.5% | +1.7% |
| 3M | +5.6% | -9.6% | +15.2% | +2.6% |
| 6M | +50.8% | -32.4% | +83.1% | +33.2% |
| YTD | +67.0% | -28.7% | +95.7% | +51.5% |
| 1Y | +145.5% | -38.2% | +183.7% | +114.4% |
| All | +468.7% | -74.9% | +543.6% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling