+117.9%
BTSG vs SGI
-10.7%
+128.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.8% |
| 7D | +17.4% | +12.1% | +5.3% | +13.7% |
| 30D | +12.6% | +12.1% | +0.5% | +8.9% |
| 3M | +11.2% | +0.4% | +10.8% | +11.1% |
| 6M | +30.4% | -4.0% | +34.4% | +30.7% |
| YTD | +86.4% | -21.2% | +107.6% | +96.8% |
| 1Y | +117.9% | -12.1% | +130.0% | +124.1% |
| All | +117.9% | -10.7% | +128.6% | +124.1% |
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