+168.5%
SE vs BTSG
+389.4%
-220.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -5.2% | -3.3% | -1.9% | -4.7% |
| 30D | -17.1% | -1.6% | -15.5% | -17.0% |
| 3M | +24.0% | -6.9% | +30.9% | +23.9% |
| 6M | +21.0% | +42.1% | -21.1% | +8.6% |
| YTD | -16.7% | +56.8% | -73.5% | -26.9% |
| 1Y | -45.9% | +109.8% | -155.8% | -55.7% |
| All | +168.5% | +389.4% | -220.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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