+93.6%
STX vs BTSG
+110.2%
-16.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +16.8% | +8.5% | +8.4% | +12.9% |
| 30D | -27.0% | +14.0% | -41.1% | -30.6% |
| 3M | -37.9% | +19.7% | -57.6% | -42.5% |
| 6M | -32.5% | +28.7% | -61.2% | -42.7% |
| YTD | +98.6% | +90.8% | +7.8% | +31.3% |
| 1Y | +93.6% | +112.4% | -18.8% | +22.0% |
| All | +93.6% | +110.2% | -16.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling