+53.8%
XLE vs BTSG
+147.4%
-93.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +0.3% | +2.9% | -2.6% | +0.5% |
| 30D | +8.5% | +0.9% | +7.6% | +8.6% |
| 3M | +14.6% | +1.6% | +13.0% | +14.8% |
| 6M | +17.6% | +46.8% | -29.2% | +17.8% |
| YTD | +48.1% | +65.5% | -17.4% | +47.4% |
| 1Y | +53.8% | +136.2% | -82.5% | +48.3% |
| All | +53.8% | +147.4% | -93.6% | +48.3% |
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