+36.9%
XLP vs BTSG
+493.4%
-456.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.4% |
| 7D | +2.5% | +6.0% | -3.5% | +2.4% |
| 30D | +7.3% | +12.4% | -5.1% | +6.9% |
| 3M | +8.1% | +18.2% | -10.1% | +7.5% |
| 6M | +10.5% | +26.0% | -15.6% | +9.4% |
| YTD | +21.2% | +90.1% | -69.0% | +18.1% |
| 1Y | +22.7% | +124.3% | -101.6% | +18.8% |
| All | +36.9% | +493.4% | -456.5% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling