+120.8%
SPMO vs BTSG
+421.3%
-300.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +3.4% | +5.7% | -2.4% | +2.3% |
| 30D | +0.5% | +0.2% | +0.3% | +0.3% |
| 3M | +1.9% | +5.6% | -3.7% | +0.2% |
| 6M | +27.8% | +50.8% | -23.0% | +17.6% |
| YTD | +26.7% | +67.0% | -40.4% | +14.3% |
| 1Y | +28.9% | +145.5% | -116.6% | +8.6% |
| All | +120.8% | +421.3% | -300.5% | +68.2% |
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