+49.4%
XLU vs BTSG
+382.3%
-332.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.7% | -0.6% |
| 7D | -1.2% | -5.8% | +4.6% | -0.8% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | -2.7% | -4.5% | +1.7% | -2.8% |
| 6M | -7.5% | +40.0% | -47.5% | -9.9% |
| YTD | +0.9% | +54.6% | -53.6% | -2.5% |
| 1Y | +3.3% | +106.1% | -102.8% | -2.5% |
| All | +49.4% | +382.3% | -332.9% | +30.6% |
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