+21.0%
SW vs BTSG
+476.3%
-455.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.4% |
| 7D | +1.8% | +4.4% | -2.5% | +0.9% |
| 30D | +7.0% | +8.5% | -1.5% | +5.1% |
| 3M | -7.6% | +10.8% | -18.4% | -10.0% |
| 6M | +8.5% | +26.1% | -17.6% | +2.5% |
| YTD | +17.7% | +84.6% | -67.0% | +2.3% |
| 1Y | +27.1% | +108.7% | -81.6% | +7.8% |
| All | +21.0% | +476.3% | -455.2% | -14.3% |
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