-41.0%
SFM vs BTG
-6.6%
-34.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.3% |
| 7D | +6.0% | -9.1% | +15.1% | +6.2% |
| 30D | -19.5% | -1.6% | -17.9% | -19.8% |
| 3M | -37.0% | -2.8% | -34.2% | -37.1% |
| 6M | -41.0% | -7.6% | -33.4% | -45.4% |
| All | -41.0% | -6.6% | -34.5% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling