+41.4%
SO vs BTSG
+421.3%
-380.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.0% |
| 7D | +1.0% | +5.7% | -4.7% | +1.0% |
| 30D | -3.2% | +0.2% | -3.4% | -3.2% |
| 3M | -1.7% | +5.6% | -7.3% | -1.8% |
| 6M | -7.2% | +50.8% | -58.0% | -7.3% |
| YTD | +4.6% | +67.0% | -62.5% | +4.3% |
| 1Y | +1.2% | +145.5% | -144.3% | +0.2% |
| All | +41.4% | +421.3% | -380.0% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling