+123.8%
STX vs BTG
+24.4%
+99.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.7% | -16.9% | -9.8% |
| 7D | -20.2% | -0.2% | -20.0% | -20.2% |
| 30D | -37.2% | -0.8% | -36.4% | -37.1% |
| 3M | -34.1% | +31.8% | -65.9% | -39.2% |
| 6M | -24.5% | +20.4% | -44.9% | -28.6% |
| YTD | +102.9% | +14.7% | +88.2% | +89.0% |
| 1Y | +123.8% | +29.4% | +94.4% | +90.7% |
| All | +123.8% | +24.4% | +99.4% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling