+930.3%
STX vs BTSG
+416.6%
+513.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +9.6% | +2.9% | +6.7% | +8.6% |
| 30D | +10.6% | +0.9% | +9.7% | +10.1% |
| 3M | +4.8% | +1.6% | +3.2% | +3.3% |
| 6M | +137.3% | +46.8% | +90.5% | +109.0% |
| YTD | +222.5% | +65.5% | +157.0% | +176.0% |
| 1Y | +366.2% | +136.2% | +230.0% | +268.6% |
| All | +930.3% | +416.6% | +513.7% | +578.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling