+1,493.2%
BTI vs SGI
+1,798.9%
-305.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | -5.3% | +7.0% | +2.2% |
| 30D | +9.2% | -2.1% | +11.3% | +9.4% |
| 3M | +9.6% | -8.2% | +17.8% | +10.5% |
| 6M | -2.4% | -4.6% | +2.1% | -2.3% |
| YTD | +14.2% | -31.5% | +45.7% | +18.2% |
| 1Y | +20.3% | -30.8% | +51.1% | +24.3% |
| 3Y | +147.4% | +67.2% | +80.2% | +128.3% |
| 5Y | +155.4% | +42.5% | +112.9% | +135.0% |
| 10Y | +127.3% | +321.9% | -194.5% | +72.7% |
| All | +1,493.2% | +1,798.9% | -305.7% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling