-78.0%
SE vs BTG
+30.0%
-108.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | -9.1% | +8.6% | +1.4% |
| 30D | -20.9% | -1.6% | -19.3% | -20.9% |
| 3M | -38.9% | -2.8% | -36.1% | -38.9% |
| 6M | -19.4% | -7.6% | -11.8% | -19.2% |
| YTD | -40.9% | +10.2% | -51.2% | -43.5% |
| 1Y | -46.2% | +21.3% | -67.4% | -49.6% |
| 3Y | +63.7% | +82.7% | -19.0% | +32.4% |
| All | -78.0% | +30.0% | -108.0% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling