+1.2%
BTI vs SGI
-21.7%
+23.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | -2.0% | -4.9% | +2.9% | -1.5% |
| 30D | -3.4% | +1.6% | -5.0% | -3.6% |
| 3M | -9.0% | -3.2% | -5.8% | -8.7% |
| 6M | -5.0% | -16.0% | +11.0% | -3.2% |
| YTD | -0.3% | -25.4% | +25.1% | +2.3% |
| All | +1.2% | -21.7% | +23.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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