+1.4%
SLB vs BTSG
+504.1%
-502.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -1.5% |
| 7D | -4.3% | +3.8% | -8.1% | -4.7% |
| 30D | +1.9% | +13.7% | -11.8% | +0.3% |
| 3M | -5.7% | +18.0% | -23.7% | -7.8% |
| 6M | -5.3% | +32.2% | -37.6% | -9.7% |
| YTD | +32.2% | +93.6% | -61.4% | +18.7% |
| 1Y | +38.5% | +115.9% | -77.4% | +22.3% |
| All | +1.4% | +504.1% | -502.7% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling