+21.9%
SW vs BTSG
+448.8%
-426.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.4% |
| 7D | +4.7% | +9.4% | -4.7% | +2.6% |
| 30D | +5.0% | +3.3% | +1.7% | +4.1% |
| 3M | -7.3% | +4.5% | -11.8% | -8.6% |
| 6M | +15.0% | +28.0% | -13.1% | +8.2% |
| YTD | +18.5% | +75.9% | -57.3% | +4.1% |
| 1Y | +27.1% | +101.5% | -74.4% | +8.6% |
| All | +21.9% | +448.8% | -426.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling