+547.4%
BTSG vs SGI
+21.6%
+525.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +6.0% | -5.3% | +11.4% | +8.0% |
| 30D | +12.4% | -2.1% | +14.5% | +12.2% |
| 3M | +18.2% | -8.2% | +26.4% | +20.9% |
| 6M | +26.0% | -4.6% | +30.6% | +26.0% |
| YTD | +90.1% | -31.5% | +121.6% | +115.9% |
| 1Y | +124.3% | -30.8% | +155.1% | +153.3% |
| All | +547.4% | +21.6% | +525.8% | +455.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling