+433.9%
BTSG vs SPYG
+80.1%
+353.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.9% |
| 7D | -3.3% | -0.9% | -2.4% | -2.6% |
| 30D | -1.6% | -1.5% | -0.1% | -0.5% |
| 3M | -6.9% | +3.7% | -10.6% | -9.7% |
| 6M | +42.1% | +16.4% | +25.7% | +26.1% |
| YTD | +56.8% | +13.3% | +43.5% | +42.0% |
| 1Y | +109.8% | +17.9% | +92.0% | +85.1% |
| All | +433.9% | +80.1% | +353.8% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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