+46.9%
XLC vs BTSG
+416.6%
-369.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -0.9% | +0.9% | -1.8% | -1.0% |
| 3M | -0.3% | +1.6% | -1.9% | -1.3% |
| 6M | -5.2% | +46.8% | -52.0% | -10.7% |
| YTD | -5.3% | +65.5% | -70.8% | -12.4% |
| 1Y | -2.8% | +136.2% | -139.1% | -14.3% |
| All | +46.9% | +416.6% | -369.7% | +16.4% |
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