+181.6%
SE vs BTG
+93.4%
+88.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | -4.8% | -5.8% | +1.0% | -3.9% |
| 30D | -18.1% | +5.7% | -23.8% | -18.9% |
| 3M | +30.6% | +38.1% | -7.5% | +23.6% |
| 6M | +20.8% | +0.3% | +20.5% | +19.0% |
| YTD | -15.6% | +19.9% | -35.5% | -18.6% |
| 1Y | -44.2% | +24.6% | -68.8% | -47.1% |
| All | +181.6% | +93.4% | +88.2% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling