+59.0%
XLI vs BTSG
+421.3%
-362.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | +1.0% | +5.7% | -4.8% | +0.1% |
| 30D | -5.8% | +0.2% | -6.0% | -5.9% |
| 3M | +0.7% | +5.6% | -4.9% | -0.9% |
| 6M | +3.2% | +50.8% | -47.6% | -4.5% |
| YTD | +13.0% | +67.0% | -54.0% | +2.8% |
| 1Y | +16.8% | +145.5% | -128.7% | -0.4% |
| All | +59.0% | +421.3% | -362.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling