+60.4%
SPY vs BTSG
+495.4%
-435.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | +3.3% | +8.5% | -5.2% | +2.2% |
| 30D | -2.7% | +14.0% | -16.7% | -4.4% |
| 3M | -1.7% | +19.7% | -21.5% | -4.2% |
| 6M | +3.1% | +28.7% | -25.7% | -1.3% |
| YTD | +11.9% | +90.8% | -78.9% | +0.7% |
| 1Y | +12.0% | +112.4% | -100.4% | -0.9% |
| All | +60.4% | +495.4% | -435.0% | +23.2% |
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