+10.7%
SHW vs BTSG
+421.3%
-410.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.6% |
| 7D | -1.2% | +5.7% | -6.9% | -1.9% |
| 30D | -11.6% | +0.2% | -11.8% | -11.7% |
| 3M | +9.1% | +5.6% | +3.5% | +7.9% |
| 6M | -0.7% | +50.8% | -51.4% | -6.2% |
| YTD | +1.4% | +67.0% | -65.7% | -5.6% |
| 1Y | -12.3% | +145.5% | -157.8% | -22.4% |
| All | +10.7% | +421.3% | -410.6% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling