+52.8%
XLF vs BTSG
+382.3%
-329.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.5% |
| 7D | -2.9% | -5.8% | +2.9% | -2.2% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +9.3% | -4.5% | +13.7% | +9.1% |
| 6M | +14.6% | +40.0% | -25.4% | +7.7% |
| YTD | +4.7% | +54.6% | -49.8% | -3.1% |
| 1Y | +8.6% | +106.1% | -97.5% | -4.0% |
| All | +52.8% | +382.3% | -329.5% | +19.4% |
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 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