+19.9%
SM vs BTG
+159.3%
-139.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +4.6% | -3.8% | +8.3% | +5.1% |
| 30D | +18.2% | +3.6% | +14.6% | +17.4% |
| 3M | +22.5% | +32.0% | -9.5% | +16.4% |
| 6M | +50.6% | +3.4% | +47.2% | +47.0% |
| YTD | +108.1% | +20.8% | +87.3% | +95.6% |
| 1Y | +46.0% | +22.4% | +23.6% | +35.9% |
| 3Y | +2.9% | +91.7% | -88.8% | -14.8% |
| 5Y | +112.6% | +79.0% | +33.6% | +77.7% |
| All | +19.9% | +159.3% | -139.4% | +0.7% |
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 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