+153.1%
SO vs BTG
+159.3%
-6.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.1% | -3.8% | +2.7% | -0.8% |
| 30D | -5.0% | +3.6% | -8.6% | -5.3% |
| 3M | -5.8% | +32.0% | -37.8% | -8.1% |
| 6M | -7.9% | +3.4% | -11.3% | -8.8% |
| YTD | +2.4% | +20.8% | -18.4% | -0.4% |
| 1Y | -2.3% | +22.4% | -24.7% | -5.4% |
| 3Y | +41.9% | +91.7% | -49.8% | +29.9% |
| 5Y | +58.1% | +79.0% | -20.9% | +44.1% |
| All | +153.1% | +159.3% | -6.2% | +117.9% |
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