+452.1%
BTSG vs SPY
+62.7%
+389.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +5.8% | +2.0% | +3.8% | +3.5% |
| 6M | +44.7% | +13.0% | +31.7% | +26.8% |
| YTD | +62.2% | +13.5% | +48.6% | +41.7% |
| 1Y | +152.1% | +20.0% | +132.1% | +109.1% |
| All | +452.1% | +62.7% | +389.4% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling