+52.0%
STT vs BTSG
+111.7%
-59.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -0.1% | +17.4% | -17.5% | -1.6% |
| 30D | -1.7% | +12.6% | -14.3% | -2.8% |
| 3M | -6.4% | +11.2% | -17.6% | -7.4% |
| 6M | +17.7% | +30.4% | -12.7% | +11.6% |
| YTD | +36.9% | +86.4% | -49.5% | +18.9% |
| 1Y | +52.0% | +117.9% | -65.9% | +26.6% |
| All | +52.0% | +111.7% | -59.7% | +26.6% |
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