+328.0%
SN vs BTG
+99.9%
+228.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | -3.4% | +2.4% | -5.8% | -3.7% |
| 30D | -9.1% | +9.5% | -18.5% | -10.0% |
| 3M | +31.8% | +38.5% | -6.7% | +26.5% |
| 6M | +52.0% | +5.6% | +46.4% | +49.3% |
| YTD | +51.3% | +23.9% | +27.4% | +45.8% |
| 1Y | +46.9% | +32.1% | +14.7% | +40.0% |
| All | +328.0% | +99.9% | +228.1% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling