+6.8%
STM vs BTSG
+505.2%
-498.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +4.0% | -2.6% | +0.5% |
| 30D | -8.4% | +15.3% | -23.6% | -11.8% |
| 3M | -15.8% | +25.4% | -41.3% | -21.0% |
| 6M | -22.8% | +31.9% | -54.7% | -28.8% |
| YTD | +79.4% | +93.9% | -14.6% | +50.5% |
| 1Y | +97.0% | +114.2% | -17.2% | +61.4% |
| All | +6.8% | +505.2% | -498.4% | -31.4% |
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