+30.4%
XLB vs BTSG
+416.6%
-386.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -2.9% | +2.9% | -5.8% | -3.3% |
| 30D | -3.4% | +0.9% | -4.2% | -3.6% |
| 3M | +1.6% | +1.6% | 0.0% | +1.0% |
| 6M | +3.6% | +46.8% | -43.1% | -1.9% |
| YTD | +14.2% | +65.5% | -51.3% | +6.4% |
| 1Y | +15.6% | +136.2% | -120.7% | +2.8% |
| All | +30.4% | +416.6% | -386.2% | +5.8% |
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