+40.0%
SO vs BTSG
+406.1%
-366.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -0.2% | +2.7% | -2.9% | -0.1% |
| 30D | -4.6% | -3.6% | -0.9% | -4.6% |
| 3M | -3.0% | +5.8% | -8.8% | -3.1% |
| 6M | -8.3% | +44.7% | -53.0% | -8.4% |
| YTD | +3.5% | +62.2% | -58.6% | +3.2% |
| 1Y | -0.9% | +152.1% | -153.0% | -2.0% |
| All | +40.0% | +406.1% | -366.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling