+260.3%
STT vs BTG
+158.3%
+102.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -1.4% | -5.5% | +4.1% | -1.1% |
| 30D | +2.2% | +6.1% | -3.9% | +1.8% |
| 3M | +18.8% | +38.6% | -19.8% | +16.5% |
| 6M | +57.9% | +0.7% | +57.2% | +57.1% |
| YTD | +51.0% | +20.3% | +30.7% | +48.7% |
| 1Y | +77.1% | +25.0% | +52.1% | +73.8% |
| 3Y | +199.8% | +97.3% | +102.5% | +186.0% |
| 5Y | +156.0% | +78.3% | +77.6% | +144.8% |
| All | +260.3% | +158.3% | +102.0% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling