+1.5%
SMR vs BTG
+57.3%
-55.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.3% |
| 7D | +4.7% | -5.5% | +10.2% | +7.1% |
| 30D | +3.2% | +6.1% | -2.9% | +0.4% |
| 3M | +9.9% | +38.6% | -28.7% | -6.2% |
| 6M | -15.1% | +0.7% | -15.8% | -17.4% |
| YTD | -27.9% | +20.3% | -48.3% | -35.5% |
| 1Y | -70.2% | +25.0% | -95.3% | -73.8% |
| 3Y | +72.5% | +97.3% | -24.8% | +21.3% |
| All | +1.5% | +57.3% | -55.8% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling