+88.3%
SE vs BTSG
+495.4%
-407.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -1.5% | +8.5% | -10.0% | -2.8% |
| 30D | -22.3% | +14.0% | -36.4% | -24.1% |
| 3M | -41.8% | +19.7% | -61.6% | -43.8% |
| 6M | -22.4% | +28.7% | -51.1% | -27.5% |
| YTD | -41.6% | +90.8% | -132.4% | -50.5% |
| 1Y | -48.0% | +112.4% | -160.4% | -56.9% |
| All | +88.3% | +495.4% | -407.1% | +30.1% |
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