+33.1%
XLB vs BTSG
+406.1%
-373.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -0.4% | -3.6% | +3.3% | 0.0% |
| 3M | +2.0% | +5.8% | -3.8% | +0.9% |
| 6M | +1.8% | +44.7% | -42.9% | -3.4% |
| YTD | +16.6% | +62.2% | -45.6% | +8.8% |
| 1Y | +16.9% | +152.1% | -135.2% | +3.1% |
| All | +33.1% | +406.1% | -373.0% | +8.2% |
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 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