+534.5%
STX vs BTSG
+495.4%
+39.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +16.8% | +8.5% | +8.4% | +14.1% |
| 30D | -27.0% | +14.0% | -41.1% | -29.7% |
| 3M | -37.9% | +19.7% | -57.6% | -41.3% |
| 6M | -32.5% | +28.7% | -61.2% | -38.2% |
| YTD | +98.6% | +90.8% | +7.8% | +62.7% |
| 1Y | +93.6% | +112.4% | -18.8% | +54.7% |
| All | +534.5% | +495.4% | +39.1% | +299.8% |
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