+71.6%
SM vs BTG
+24.4%
+47.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +8.7% | -24.0% | -14.2% |
| 7D | -21.5% | -0.2% | -21.3% | -21.0% |
| 30D | -11.4% | -0.8% | -10.6% | -10.8% |
| 3M | +0.6% | +31.8% | -31.2% | +4.6% |
| 6M | +0.2% | +20.4% | -20.2% | +4.0% |
| YTD | +69.7% | +14.7% | +54.9% | +67.5% |
| 1Y | +71.6% | +29.4% | +42.2% | +65.7% |
| All | +71.6% | +24.4% | +47.2% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling