+87.0%
SE vs BTSG
+505.2%
-418.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -7.7% | +4.0% | -11.8% | -8.3% |
| 30D | -22.8% | +15.3% | -38.1% | -24.7% |
| 3M | -43.7% | +25.4% | -69.2% | -46.1% |
| 6M | -12.8% | +31.9% | -44.7% | -18.9% |
| YTD | -42.0% | +93.9% | -135.9% | -51.0% |
| 1Y | -48.0% | +114.2% | -162.2% | -57.0% |
| All | +87.0% | +505.2% | -418.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling