+12.0%
XLB vs BTSG
+113.2%
-101.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.8% | -3.3% | +0.5% | -2.5% |
| 30D | -3.1% | -1.6% | -1.5% | -3.0% |
| 3M | -0.2% | -6.9% | +6.7% | +0.3% |
| 6M | +3.1% | +42.1% | -39.0% | -2.6% |
| YTD | +13.3% | +56.8% | -43.6% | +5.3% |
| 1Y | +12.0% | +109.8% | -97.8% | -0.7% |
| All | +12.0% | +113.2% | -101.1% | -0.7% |
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