+433.9%
BTSG vs SPY
+61.5%
+372.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.6% |
| 7D | -3.3% | -0.8% | -2.5% | -2.5% |
| 30D | -1.6% | -1.1% | -0.5% | -0.5% |
| 3M | -6.9% | +3.9% | -10.8% | -10.6% |
| 6M | +42.1% | +13.6% | +28.5% | +23.9% |
| YTD | +56.8% | +12.7% | +44.1% | +38.2% |
| 1Y | +109.8% | +17.5% | +92.3% | +77.7% |
| All | +433.9% | +61.5% | +372.4% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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