+3.1%
SM vs BTG
+94.1%
-91.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +2.1% | -5.5% | +7.6% | +2.4% |
| 30D | +18.1% | +6.1% | +12.0% | +17.7% |
| 3M | +17.0% | +38.6% | -21.7% | +14.9% |
| 6M | +55.4% | +0.7% | +54.7% | +56.5% |
| YTD | +108.6% | +20.3% | +88.2% | +102.6% |
| 1Y | +45.7% | +25.0% | +20.6% | +39.9% |
| All | +3.1% | +94.1% | -91.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling