+323.8%
STT vs BTG
+378.0%
-54.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -1.1% |
| 7D | +2.2% | +4.8% | -2.6% | +1.9% |
| 30D | +3.9% | +8.3% | -4.5% | +3.4% |
| 3M | +19.2% | +32.3% | -13.1% | +17.2% |
| 6M | +60.4% | +3.0% | +57.4% | +59.4% |
| YTD | +51.5% | +21.9% | +29.5% | +49.0% |
| 1Y | +76.3% | +28.2% | +48.1% | +72.7% |
| 3Y | +200.7% | +99.9% | +100.9% | +185.9% |
| 5Y | +157.5% | +73.6% | +83.9% | +145.1% |
| 10Y | +262.0% | +136.5% | +125.5% | +231.8% |
| All | +323.8% | +378.0% | -54.1% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling