+35.0%
XLP vs BTSG
+495.4%
-460.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -0.2% | +8.5% | -8.7% | -0.4% |
| 30D | +8.2% | +14.0% | -5.9% | +7.7% |
| 3M | +7.7% | +19.7% | -12.0% | +7.1% |
| 6M | +9.3% | +28.7% | -19.4% | +8.2% |
| YTD | +19.5% | +90.8% | -71.3% | +16.5% |
| 1Y | +21.0% | +112.4% | -91.4% | +17.4% |
| All | +35.0% | +495.4% | -460.4% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling