+100.8%
STM vs BTSG
+147.4%
-46.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.7% | +2.9% | -1.2% | +0.6% |
| 30D | -5.2% | +0.9% | -6.0% | -5.7% |
| 3M | -29.6% | +1.6% | -31.2% | -30.9% |
| 6M | +54.4% | +46.8% | +7.6% | +33.6% |
| YTD | +99.5% | +65.5% | +34.0% | +68.6% |
| 1Y | +100.8% | +136.2% | -35.5% | +58.5% |
| All | +100.8% | +147.4% | -46.6% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling