+23.8%
SW vs BTSG
+481.7%
-457.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | +12.1% | +17.4% | -5.3% | +8.4% |
| 30D | +6.6% | +12.6% | -6.0% | +3.9% |
| 3M | -6.0% | +11.2% | -17.2% | -8.5% |
| 6M | +21.5% | +30.4% | -8.9% | +13.9% |
| YTD | +20.3% | +86.4% | -66.1% | +4.5% |
| 1Y | +28.1% | +117.9% | -89.8% | +7.8% |
| All | +23.8% | +481.7% | -457.9% | -12.5% |
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