+47.7%
XLC vs BTSG
+382.3%
-334.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.3% |
| 7D | -1.7% | -5.8% | +4.1% | -1.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +0.7% | -4.5% | +5.2% | +0.3% |
| 6M | -4.5% | +40.0% | -44.5% | -9.7% |
| YTD | -4.7% | +54.6% | -59.3% | -11.3% |
| 1Y | -1.5% | +106.1% | -107.6% | -11.8% |
| All | +47.7% | +382.3% | -334.6% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling