+655.9%
STM vs BTG
+159.3%
+496.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -1.4% | -3.8% | +2.4% | -0.8% |
| 30D | -4.9% | +3.6% | -8.6% | -5.6% |
| 3M | -34.0% | +32.0% | -66.0% | -37.3% |
| 6M | +51.8% | +3.4% | +48.5% | +49.5% |
| YTD | +99.4% | +20.8% | +78.6% | +91.3% |
| 1Y | +99.1% | +22.4% | +76.7% | +89.6% |
| 3Y | +19.5% | +91.7% | -72.2% | +4.3% |
| 5Y | +19.5% | +79.0% | -59.5% | +3.9% |
| All | +655.9% | +159.3% | +496.6% | +563.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling