+35.5%
XLP vs BTSG
+505.2%
-469.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.5% | +4.0% | -4.6% | -0.6% |
| 30D | +8.3% | +15.3% | -6.9% | +7.9% |
| 3M | +8.7% | +25.4% | -16.8% | +8.0% |
| 6M | +11.2% | +31.9% | -20.7% | +10.0% |
| YTD | +20.0% | +93.9% | -73.9% | +16.9% |
| 1Y | +21.3% | +114.2% | -92.8% | +17.7% |
| All | +35.5% | +505.2% | -469.6% | +25.8% |
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