+20.7%
XLK vs BTSG
+111.7%
-91.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.6% | +17.4% | -25.0% | -10.7% |
| 30D | -12.2% | +12.6% | -24.7% | -14.3% |
| 3M | -5.5% | +11.2% | -16.7% | -7.7% |
| 6M | +9.2% | +30.4% | -21.2% | +0.3% |
| YTD | +23.0% | +86.4% | -63.3% | +2.3% |
| 1Y | +20.7% | +117.9% | -97.2% | -3.0% |
| All | +20.7% | +111.7% | -91.0% | -3.0% |
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