+498.2%
SO vs BTG
+332.2%
+166.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +1.4% | -9.1% | +10.4% | +1.7% |
| 30D | +4.7% | -1.6% | +6.3% | +4.7% |
| 3M | +1.7% | -2.8% | +4.5% | +1.7% |
| 6M | +2.2% | -7.6% | +9.8% | +2.1% |
| YTD | +10.0% | +10.2% | -0.3% | +8.8% |
| 1Y | +6.0% | +21.3% | -15.2% | +4.4% |
| 3Y | +54.1% | +82.7% | -28.6% | +48.2% |
| 5Y | +79.6% | +30.8% | +48.8% | +74.0% |
| 10Y | +195.5% | +163.7% | +31.8% | +177.6% |
| All | +498.2% | +332.2% | +166.0% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling