+252.8%
SPOT vs BTG
+147.1%
+105.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | -3.8% | +0.7% | -2.6% |
| 30D | +7.4% | +3.6% | +3.7% | +6.8% |
| 3M | +8.2% | +32.0% | -23.8% | +4.0% |
| 6M | +2.2% | +3.4% | -1.1% | +0.7% |
| YTD | -9.5% | +20.8% | -30.2% | -12.9% |
| 1Y | -23.8% | +22.4% | -46.3% | -27.4% |
| 3Y | +233.5% | +91.7% | +141.8% | +193.8% |
| 5Y | +112.2% | +79.0% | +33.2% | +87.2% |
| All | +252.8% | +147.1% | +105.8% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling