+7.5%
SMR vs BTG
+62.0%
-54.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.0% |
| 7D | +13.1% | +2.4% | +10.7% | +11.6% |
| 30D | +17.8% | +9.5% | +8.3% | +12.9% |
| 3M | +8.1% | +38.5% | -30.4% | -7.6% |
| 6M | -11.1% | +5.6% | -16.8% | -15.3% |
| YTD | -23.7% | +23.9% | -47.6% | -32.6% |
| 1Y | -69.4% | +32.1% | -101.5% | -73.7% |
| 3Y | +82.6% | +103.2% | -20.6% | +26.7% |
| All | +7.5% | +62.0% | -54.5% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling