-5.4%
STM vs BTG
+30.7%
-36.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +1.5% |
| 7D | +16.3% | -5.9% | +22.2% | +17.9% |
| 30D | -6.3% | -5.0% | -1.3% | -5.5% |
| 3M | -14.1% | -4.5% | -9.6% | -13.7% |
| 6M | -19.6% | -7.0% | -12.6% | -19.5% |
| YTD | +80.1% | +11.4% | +68.8% | +72.1% |
| 1Y | +95.4% | +20.1% | +75.2% | +83.5% |
| 3Y | +14.7% | +81.5% | -66.8% | -5.1% |
| 5Y | -5.4% | +32.1% | -37.5% | -11.1% |
| All | -5.4% | +30.7% | -36.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling