+19.7%
STM vs BTSG
+421.3%
-401.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.3% |
| 7D | +5.2% | +5.7% | -0.5% | +3.6% |
| 30D | -7.4% | +0.2% | -7.6% | -7.6% |
| 3M | -30.6% | +5.6% | -36.3% | -32.1% |
| 6M | +66.4% | +50.8% | +15.6% | +48.9% |
| YTD | +101.1% | +67.0% | +34.1% | +75.9% |
| 1Y | +97.4% | +145.5% | -48.2% | +57.8% |
| All | +19.7% | +421.3% | -401.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling