+21.1%
STM vs BTG
+75.0%
-53.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.0% |
| 30D | -5.2% | +9.5% | -14.6% | -7.4% |
| 3M | -29.6% | +38.5% | -68.1% | -35.3% |
| 6M | +54.4% | +5.6% | +48.7% | +49.8% |
| YTD | +99.5% | +23.9% | +75.6% | +87.0% |
| 1Y | +100.8% | +32.1% | +68.6% | +84.2% |
| 3Y | +20.2% | +103.2% | -83.0% | -2.5% |
| 5Y | +21.1% | +79.7% | -58.6% | -0.3% |
| All | +21.1% | +75.0% | -53.9% | -0.3% |
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