+447.8%
SN vs BTG
+57.8%
+390.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +1.5% | -9.1% | +10.6% | +2.8% |
| 30D | +21.5% | -1.6% | +23.1% | +21.5% |
| 3M | +20.0% | -2.8% | +22.8% | +20.0% |
| 6M | +119.9% | -7.6% | +127.5% | +119.9% |
| YTD | +102.3% | +10.2% | +92.1% | +95.8% |
| 1Y | +148.0% | +21.3% | +126.7% | +137.2% |
| 3Y | +450.0% | +82.7% | +367.3% | +371.4% |
| All | +447.8% | +57.8% | +390.0% | +435.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling