+271.3%
SMR vs BTSG
+382.3%
-111.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.6% | +1.1% | -2.5% |
| 7D | +4.7% | -5.8% | +10.5% | +7.9% |
| 30D | +3.2% | 0.0% | +3.3% | +2.8% |
| 3M | +9.9% | -4.5% | +14.4% | +10.2% |
| 6M | -15.1% | +40.0% | -55.1% | -30.0% |
| YTD | -27.9% | +54.6% | -82.5% | -43.5% |
| 1Y | -70.2% | +106.1% | -176.4% | -79.8% |
| All | +271.3% | +382.3% | -111.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling