+701.3%
SPY vs BTG
+332.2%
+369.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +2.6% | -9.1% | +11.7% | +3.1% |
| 30D | -2.0% | -1.6% | -0.4% | -2.0% |
| 3M | -2.8% | -2.8% | 0.0% | -2.8% |
| 6M | +2.1% | -7.6% | +9.7% | +2.1% |
| YTD | +11.5% | +10.2% | +1.3% | +10.1% |
| 1Y | +13.5% | +21.3% | -7.8% | +11.5% |
| 3Y | +77.7% | +82.7% | -5.0% | +69.6% |
| 5Y | +72.6% | +30.8% | +41.8% | +66.3% |
| 10Y | +308.2% | +163.7% | +144.5% | +276.5% |
| All | +701.3% | +332.2% | +369.1% | +558.9% |
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