+156.6%
STT vs BTG
+78.0%
+78.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.4% | -3.8% | +3.3% | 0.0% |
| 30D | +1.7% | +3.6% | -1.9% | +1.2% |
| 3M | +17.9% | +32.0% | -14.1% | +13.4% |
| 6M | +55.3% | +3.4% | +51.9% | +53.1% |
| YTD | +52.7% | +20.8% | +31.9% | +46.7% |
| 1Y | +75.7% | +22.4% | +53.2% | +67.5% |
| 3Y | +197.9% | +91.7% | +106.2% | +159.3% |
| All | +156.6% | +78.0% | +78.6% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling