-75.5%
SMR vs BTG
+25.2%
-100.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.0% | -15.9% |
| 7D | -11.2% | -3.8% | -7.5% | -9.7% |
| 30D | -10.2% | +3.6% | -13.9% | -12.2% |
| 3M | -10.0% | +32.0% | -42.0% | -23.9% |
| 6M | -30.5% | +3.4% | -33.8% | -33.4% |
| YTD | -39.2% | +20.8% | -60.0% | -48.4% |
| 1Y | -75.5% | +22.4% | -97.9% | -78.2% |
| All | -75.5% | +25.2% | -100.8% | -78.2% |
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