+22.4%
XLP vs BTSG
+116.8%
-94.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.7% | +0.1% |
| 7D | +2.3% | +3.8% | -1.5% | +2.3% |
| 30D | +9.1% | +13.7% | -4.6% | +9.0% |
| 3M | +7.9% | +18.0% | -10.1% | +7.7% |
| 6M | +9.6% | +32.2% | -22.6% | +9.2% |
| YTD | +19.4% | +93.6% | -74.1% | +18.0% |
| 1Y | +22.4% | +115.9% | -93.6% | +19.3% |
| All | +22.4% | +116.8% | -94.5% | +19.3% |
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 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