+4,437.5%
SITM vs BTG
+92.2%
+4,345.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | +3.7% | +2.4% | +1.3% | +2.9% |
| 30D | -14.5% | +9.5% | -24.0% | -17.0% |
| 3M | -10.6% | +38.5% | -49.1% | -19.9% |
| 6M | +65.5% | +5.6% | +59.9% | +60.7% |
| YTD | +67.0% | +23.9% | +43.1% | +52.7% |
| 1Y | +138.6% | +32.1% | +106.5% | +111.5% |
| 3Y | +421.8% | +103.2% | +318.6% | +292.6% |
| 5Y | +172.4% | +79.7% | +92.7% | +106.5% |
| All | +4,437.5% | +92.2% | +4,345.2% | +4,805.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling