+3,343.4%
STX vs BTG
+159.3%
+3,184.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -2.3% | -3.8% | +1.5% | -1.9% |
| 30D | -5.5% | +3.6% | -9.1% | -6.0% |
| 3M | -4.3% | +32.0% | -36.3% | -7.7% |
| 6M | +115.6% | +3.4% | +112.3% | +112.8% |
| YTD | +202.2% | +20.8% | +181.4% | +193.4% |
| 1Y | +325.3% | +22.4% | +302.9% | +311.3% |
| 3Y | +1,283.9% | +91.7% | +1,192.2% | +1,171.1% |
| 5Y | +1,048.3% | +79.0% | +969.3% | +950.9% |
| All | +3,343.4% | +159.3% | +3,184.1% | +3,041.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling