+589.4%
SE vs BTG
+167.4%
+422.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | -2.5% | +36.8% | -39.3% | -7.7% |
| 3M | +21.7% | +23.1% | -1.4% | +16.9% |
| 6M | +27.0% | +3.5% | +23.5% | +24.6% |
| YTD | -12.1% | +25.5% | -37.6% | -16.7% |
| 1Y | -40.9% | +40.1% | -81.0% | -45.5% |
| 3Y | +191.0% | +101.1% | +89.9% | +146.4% |
| 5Y | -68.3% | +70.6% | -138.9% | -72.7% |
| All | +589.4% | +167.4% | +422.0% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling