+143.5%
SPOT vs BTSG
+382.3%
-238.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | +1.0% |
| 7D | -6.9% | -5.8% | -1.1% | -5.9% |
| 30D | +4.1% | 0.0% | +4.2% | +3.9% |
| 3M | +3.7% | -4.5% | +8.2% | +3.8% |
| 6M | -1.6% | +40.0% | -41.6% | -10.0% |
| YTD | -10.2% | +54.6% | -64.7% | -19.6% |
| 1Y | -25.9% | +106.1% | -132.0% | -38.1% |
| All | +143.5% | +382.3% | -238.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling