-73.1%
SMR vs BTG
+38.4%
-111.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +3.4% | +36.8% | -33.4% | -12.9% |
| 3M | -19.2% | +23.1% | -42.3% | -28.2% |
| 6M | -22.6% | +3.5% | -26.1% | -25.7% |
| YTD | -31.5% | +25.5% | -57.0% | -42.3% |
| 1Y | -73.1% | +40.1% | -113.2% | -76.3% |
| All | -73.1% | +38.4% | -111.5% | -76.3% |
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