+426.2%
BTSG vs SPYG
+78.6%
+347.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.0% |
| 7D | -5.8% | -1.8% | -4.0% | -4.4% |
| 30D | 0.0% | -1.9% | +1.9% | +1.4% |
| 3M | -4.5% | +5.2% | -9.6% | -8.3% |
| 6M | +40.0% | +15.6% | +24.5% | +24.9% |
| YTD | +54.6% | +12.4% | +42.1% | +40.8% |
| 1Y | +106.1% | +17.5% | +88.7% | +82.3% |
| All | +426.2% | +78.6% | +347.5% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling