+49.9%
XLE vs BTSG
+111.7%
-61.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.7% | -4.7% |
| 7D | -7.2% | +17.4% | -24.6% | -6.2% |
| 30D | +0.1% | +12.6% | -12.5% | +0.9% |
| 3M | +9.2% | +11.2% | -2.0% | +10.0% |
| 6M | +8.4% | +30.4% | -22.0% | +10.9% |
| YTD | +44.9% | +86.4% | -41.5% | +49.8% |
| 1Y | +49.9% | +117.9% | -68.1% | +54.0% |
| All | +49.9% | +111.7% | -61.8% | +54.0% |
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