+179.0%
STT vs BTSG
+406.1%
-227.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +0.5% | +2.7% | -2.2% | 0.0% |
| 30D | +3.9% | -3.6% | +7.5% | +4.4% |
| 3M | +20.0% | +5.8% | +14.2% | +17.5% |
| 6M | +55.3% | +44.7% | +10.6% | +41.8% |
| YTD | +53.3% | +62.2% | -8.8% | +36.6% |
| 1Y | +74.7% | +152.1% | -77.4% | +41.6% |
| All | +179.0% | +406.1% | -227.1% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling