+25.6%
SW vs BTSG
+112.2%
-86.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.9% | +6.0% | -9.0% | -4.1% |
| 30D | +5.0% | +12.4% | -7.4% | +2.4% |
| 3M | -13.7% | +18.2% | -31.9% | -17.0% |
| 6M | +8.0% | +26.0% | -18.0% | +1.3% |
| YTD | +14.0% | +90.1% | -76.2% | -2.3% |
| 1Y | +25.6% | +124.3% | -98.7% | +4.2% |
| All | +25.6% | +112.2% | -86.6% | +4.2% |
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