+13.5%
SPY vs BTSG
+112.2%
-98.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.6% | +6.0% | -3.5% | +2.0% |
| 30D | -2.0% | +12.4% | -14.4% | -3.0% |
| 3M | -2.8% | +18.2% | -21.0% | -4.3% |
| 6M | +2.1% | +26.0% | -23.9% | -1.8% |
| YTD | +11.5% | +90.1% | -78.7% | +0.3% |
| 1Y | +13.5% | +124.3% | -110.8% | 0.0% |
| All | +13.5% | +112.2% | -98.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling