+1,302.4%
BTI vs SGI
+2,083.6%
-781.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -1.4% | +8.5% | -9.9% | -2.3% |
| 30D | -6.6% | +0.7% | -7.3% | -6.8% |
| 3M | -3.0% | +0.6% | -3.6% | -3.3% |
| 6M | -6.7% | -17.9% | +11.3% | -5.1% |
| YTD | +0.6% | -21.2% | +21.7% | +2.6% |
| 1Y | +5.6% | -18.9% | +24.5% | +7.2% |
| 3Y | +110.3% | +52.6% | +57.7% | +96.2% |
| 5Y | +114.3% | +60.7% | +53.6% | +94.6% |
| 10Y | +67.7% | +278.1% | -210.5% | +28.6% |
| All | +1,302.4% | +2,083.6% | -781.1% | +631.7% |
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