+902.9%
STX vs BTSG
+382.3%
+520.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +4.0% | -0.6% |
| 7D | +8.0% | -5.8% | +13.8% | +9.9% |
| 30D | +5.1% | 0.0% | +5.1% | +5.0% |
| 3M | +5.8% | -4.5% | +10.2% | +6.2% |
| 6M | +124.9% | +40.0% | +84.9% | +101.2% |
| YTD | +213.9% | +54.6% | +159.3% | +174.2% |
| 1Y | +350.4% | +106.1% | +244.3% | +268.7% |
| All | +902.9% | +382.3% | +520.6% | +573.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling