+139.0%
SN vs BTSG
+116.8%
+22.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.8% | -6.1% | -2.5% |
| 7D | +7.6% | +3.8% | +3.8% | +6.5% |
| 30D | +22.4% | +13.7% | +8.7% | +18.2% |
| 3M | +21.7% | +18.0% | +3.7% | +15.9% |
| 6M | +102.8% | +32.2% | +70.6% | +81.3% |
| YTD | +102.4% | +93.6% | +8.8% | +55.7% |
| 1Y | +139.0% | +115.9% | +23.0% | +75.8% |
| All | +139.0% | +116.8% | +22.1% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling