+39.4%
SO vs BTSG
+382.3%
-342.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +6.0% | -0.7% |
| 7D | -1.1% | -5.8% | +4.6% | -1.2% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -5.9% | -4.5% | -1.4% | -6.0% |
| 6M | -7.3% | +40.0% | -47.3% | -7.5% |
| YTD | +3.1% | +54.6% | -51.4% | +2.8% |
| 1Y | -1.0% | +106.1% | -107.1% | -1.8% |
| All | +39.4% | +382.3% | -342.9% | +33.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling