+7.2%
STM vs BTSG
+495.4%
-488.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +16.3% | +8.5% | +7.8% | +13.8% |
| 30D | -6.3% | +14.0% | -20.3% | -9.5% |
| 3M | -14.1% | +19.7% | -33.8% | -18.4% |
| 6M | -19.6% | +28.7% | -48.3% | -25.4% |
| YTD | +80.1% | +90.8% | -10.7% | +51.8% |
| 1Y | +95.4% | +112.4% | -17.0% | +60.5% |
| All | +7.2% | +495.4% | -488.2% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling