+21.9%
SU vs BTSG
+37.1%
-15.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | -0.9% |
| 7D | +1.7% | -5.8% | +7.4% | +1.0% |
| 30D | +9.6% | 0.0% | +9.6% | +9.8% |
| 3M | +11.7% | -4.5% | +16.2% | +12.9% |
| 6M | +21.9% | +40.0% | -18.1% | +29.8% |
| All | +21.9% | +37.1% | -15.1% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling