+234.3%
SN vs BTSG
+416.6%
-182.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -3.4% | +2.9% | -6.3% | -4.1% |
| 30D | -9.1% | +0.9% | -9.9% | -9.5% |
| 3M | +31.8% | +1.6% | +30.1% | +29.6% |
| 6M | +52.0% | +46.8% | +5.2% | +34.2% |
| YTD | +51.3% | +65.5% | -14.2% | +29.0% |
| 1Y | +46.9% | +136.2% | -89.4% | +13.8% |
| All | +234.3% | +416.6% | -182.3% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling