+61.1%
SPY vs BTSG
+416.6%
-355.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | +2.9% | -3.2% | -0.7% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | +3.7% | +1.6% | +2.1% | +2.8% |
| 6M | +13.0% | +46.8% | -33.8% | +5.7% |
| YTD | +12.4% | +65.5% | -53.1% | +3.2% |
| 1Y | +18.5% | +136.2% | -117.7% | +3.1% |
| All | +61.1% | +416.6% | -355.4% | +26.2% |
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