+245.8%
SN vs BTSG
+421.3%
-175.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.2% |
| 7D | +0.1% | +5.7% | -5.6% | -1.3% |
| 30D | -5.6% | +0.2% | -5.8% | -5.9% |
| 3M | +48.1% | +5.6% | +42.4% | +44.2% |
| 6M | +57.6% | +50.8% | +6.8% | +38.2% |
| YTD | +56.5% | +67.0% | -10.5% | +33.1% |
| 1Y | +52.6% | +145.5% | -93.0% | +17.0% |
| All | +245.8% | +421.3% | -175.6% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling