+66.4%
XLE vs BTSG
+421.3%
-354.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +1.0% |
| 7D | 0.0% | +5.7% | -5.7% | -0.2% |
| 30D | +12.6% | +0.2% | +12.4% | +12.6% |
| 3M | +11.8% | +5.6% | +6.2% | +11.0% |
| 6M | +16.1% | +50.8% | -34.7% | +11.8% |
| YTD | +46.9% | +67.0% | -20.2% | +39.9% |
| 1Y | +53.3% | +145.5% | -92.3% | +40.1% |
| All | +66.4% | +421.3% | -354.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling