+251.0%
SPOT vs BTG
+153.5%
+97.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.3% |
| 7D | -6.5% | +2.4% | -8.9% | -6.8% |
| 30D | +2.2% | +9.5% | -7.3% | +0.9% |
| 3M | +5.4% | +38.5% | -33.1% | +0.7% |
| 6M | -4.0% | +5.6% | -9.7% | -5.7% |
| YTD | -9.9% | +23.9% | -33.9% | -13.6% |
| 1Y | -27.3% | +32.1% | -59.4% | -31.3% |
| 3Y | +236.4% | +103.2% | +133.2% | +194.3% |
| 5Y | +112.6% | +79.7% | +32.9% | +87.2% |
| All | +251.0% | +153.5% | +97.5% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling