-85.6%
SMR vs BTSG
+111.7%
-197.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -9.5% | +17.4% | -26.9% | -14.9% |
| 30D | -33.2% | +12.6% | -45.8% | -36.1% |
| 3M | -45.9% | +11.2% | -57.1% | -48.3% |
| 6M | -57.9% | +30.4% | -88.3% | -64.6% |
| YTD | -63.8% | +86.4% | -150.2% | -75.6% |
| 1Y | -85.6% | +117.9% | -203.5% | -91.1% |
| All | -85.6% | +111.7% | -197.3% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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