+1,077.4%
STX vs BTG
+75.0%
+1,002.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | +9.6% | +2.4% | +7.2% | +9.0% |
| 30D | +10.6% | +9.5% | +1.1% | +8.7% |
| 3M | +4.8% | +38.5% | -33.7% | -1.9% |
| 6M | +137.3% | +5.6% | +131.6% | +131.6% |
| YTD | +222.5% | +23.9% | +198.6% | +205.8% |
| 1Y | +366.2% | +32.1% | +334.1% | +335.4% |
| 3Y | +1,352.9% | +103.2% | +1,249.7% | +1,140.4% |
| 5Y | +1,077.4% | +79.7% | +997.7% | +926.9% |
| All | +1,077.4% | +75.0% | +1,002.4% | +926.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling