+887.7%
STX vs BTSG
+406.1%
+481.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.7% |
| 7D | +2.4% | +2.7% | -0.4% | +1.5% |
| 30D | +1.4% | -3.6% | +5.0% | +2.2% |
| 3M | -8.2% | +5.8% | -14.0% | -10.7% |
| 6M | +127.0% | +44.7% | +82.3% | +100.9% |
| YTD | +209.1% | +62.2% | +147.0% | +166.1% |
| 1Y | +365.4% | +152.1% | +213.3% | +263.6% |
| All | +887.7% | +406.1% | +481.6% | +553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling