+4,789.7%
SITM vs BTG
+87.3%
+4,702.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +3.9% | -3.8% | +7.6% | +5.0% |
| 30D | -6.6% | +3.6% | -10.2% | -7.9% |
| 3M | -11.9% | +32.0% | -43.9% | -20.0% |
| 6M | +81.1% | +3.4% | +77.8% | +77.0% |
| YTD | +80.0% | +20.8% | +59.2% | +65.8% |
| 1Y | +145.8% | +22.4% | +123.4% | +122.7% |
| 3Y | +475.9% | +91.7% | +384.2% | +340.4% |
| 5Y | +189.2% | +79.0% | +110.2% | +119.9% |
| All | +4,789.7% | +87.3% | +4,702.4% | +5,224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling