+50.1%
STT vs BTSG
+112.2%
-62.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +4.8% | +6.0% | -1.3% | +4.1% |
| 30D | +3.9% | +12.4% | -8.5% | +2.9% |
| 3M | -8.2% | +18.2% | -26.4% | -9.7% |
| 6M | +15.6% | +26.0% | -10.4% | +10.8% |
| YTD | +37.6% | +90.1% | -52.5% | +20.4% |
| 1Y | +50.1% | +124.3% | -74.2% | +28.5% |
| All | +50.1% | +112.2% | -62.1% | +28.5% |
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