+306.5%
SMR vs BTSG
+421.3%
-114.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.0% | +12.2% | +13.9% |
| 7D | +21.4% | +5.7% | +15.6% | +18.5% |
| 30D | +13.8% | +0.2% | +13.6% | +13.0% |
| 3M | +3.9% | +5.6% | -1.7% | -0.8% |
| 6M | -4.2% | +50.8% | -55.0% | -23.6% |
| YTD | -21.1% | +67.0% | -88.2% | -40.3% |
| 1Y | -67.1% | +145.5% | -212.6% | -79.5% |
| All | +306.5% | +421.3% | -114.8% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling