-48.0%
SE vs BTSG
+110.2%
-158.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.5% | +8.5% | -10.0% | -2.2% |
| 30D | -22.3% | +14.0% | -36.4% | -23.1% |
| 3M | -41.8% | +19.7% | -61.6% | -42.6% |
| 6M | -22.4% | +28.7% | -51.1% | -28.0% |
| YTD | -41.6% | +90.8% | -132.4% | -53.3% |
| 1Y | -48.0% | +112.4% | -160.4% | -59.2% |
| All | -48.0% | +110.2% | -158.2% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling